+5,601.7%
NSC vs SAN
+1,705.1%
+3,896.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.2% |
| 7D | -3.8% | +3.5% | -7.3% | -4.9% |
| 30D | +4.1% | -13.2% | +17.3% | +8.7% |
| 3M | -3.3% | -16.9% | +13.7% | +2.2% |
| 6M | +5.9% | +2.3% | +3.5% | +3.9% |
| YTD | +15.5% | +4.9% | +10.6% | +11.0% |
| 1Y | +19.3% | +20.4% | -1.1% | +9.5% |
| 3Y | +79.0% | +243.2% | -164.2% | +12.8% |
| 5Y | +28.3% | +275.3% | -247.0% | -24.5% |
| 10Y | +336.8% | +254.0% | +82.9% | +148.1% |
| All | +5,601.7% | +1,705.1% | +3,896.7% | +1,728.4% |
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 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