+47.4%
NSC vs SAN
+381.6%
-334.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -5.5% | +1.8% | -7.3% | -5.9% |
| 30D | -3.2% | +2.0% | -5.2% | -3.6% |
| 3M | +7.7% | +19.7% | -12.1% | +3.5% |
| 6M | +4.5% | +30.6% | -26.1% | -1.7% |
| YTD | +15.6% | +28.8% | -13.3% | +8.4% |
| 1Y | +19.8% | +57.8% | -37.9% | +7.2% |
| 3Y | +70.1% | +338.1% | -268.0% | +17.8% |
| All | +47.4% | +381.6% | -334.1% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling