+5,602.3%
NSC vs SAN
+1,787.7%
+3,814.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -3.4% | +10.8% | -14.2% | -6.7% |
| 30D | +3.6% | -5.7% | +9.4% | +5.3% |
| 3M | -1.4% | -13.4% | +12.0% | +2.8% |
| 6M | +6.0% | +3.5% | +2.4% | +3.5% |
| YTD | +15.5% | +9.7% | +5.8% | +9.4% |
| 1Y | +16.2% | +20.9% | -4.6% | +6.5% |
| 3Y | +76.9% | +254.3% | -177.3% | +10.3% |
| 5Y | +29.3% | +304.2% | -274.9% | -25.8% |
| 10Y | +298.3% | +260.2% | +38.0% | +124.8% |
| All | +5,602.3% | +1,787.7% | +3,814.5% | +1,701.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling