+74.6%
NSC vs SAN
+339.3%
-264.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -5.5% | +1.8% | -7.3% | -5.8% |
| 30D | -3.2% | +2.0% | -5.2% | -3.5% |
| 3M | +7.7% | +19.7% | -12.1% | +4.4% |
| 6M | +4.5% | +30.6% | -26.1% | -0.5% |
| YTD | +15.6% | +28.8% | -13.3% | +9.7% |
| 1Y | +19.8% | +57.8% | -37.9% | +9.0% |
| All | +74.6% | +339.3% | -264.7% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling