+302.5%
NSC vs SBAC
+97.3%
+205.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | -5.4% | +3.0% | -8.3% | -6.2% |
| 30D | +2.9% | +4.3% | -1.4% | +1.5% |
| 3M | -2.2% | +4.1% | -6.3% | -3.7% |
| 6M | +5.3% | -11.6% | +16.9% | +8.3% |
| YTD | +14.8% | +0.4% | +14.4% | +12.5% |
| 1Y | +16.6% | -1.1% | +17.7% | +14.8% |
| 3Y | +78.6% | -7.3% | +85.8% | +75.5% |
| 5Y | +27.2% | -40.8% | +67.9% | +43.7% |
| 10Y | +302.5% | +103.0% | +199.6% | +279.9% |
| All | +302.5% | +97.3% | +205.3% | +279.9% |
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