+298.3%
NSC vs SBAC
+103.9%
+194.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.5% |
| 7D | -3.4% | +3.6% | -7.1% | -4.5% |
| 30D | +3.6% | +4.9% | -1.3% | +2.0% |
| 3M | -1.4% | +6.5% | -7.9% | -3.6% |
| 6M | +6.0% | -11.1% | +17.1% | +8.9% |
| YTD | +15.5% | +0.9% | +14.6% | +13.0% |
| 1Y | +16.2% | -1.6% | +17.8% | +14.6% |
| 3Y | +76.9% | -7.0% | +83.9% | +73.8% |
| 5Y | +29.3% | -39.2% | +68.5% | +44.8% |
| 10Y | +298.3% | +111.4% | +186.9% | +269.9% |
| All | +298.3% | +103.9% | +194.4% | +269.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling