+16.9%
NSC vs SBAC
-2.9%
+19.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -3.5% | -2.8% | -0.8% | -3.3% |
| 30D | +3.9% | +3.1% | +0.8% | +3.6% |
| 3M | -0.8% | +5.1% | -5.9% | -1.3% |
| 6M | +7.1% | -11.4% | +18.5% | +8.9% |
| YTD | +16.4% | +0.2% | +16.2% | +18.1% |
| 1Y | +16.9% | -3.9% | +20.8% | +20.3% |
| All | +16.9% | -2.9% | +19.8% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling