+73.3%
NSC vs SBAC
-10.4%
+83.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.5% |
| 7D | -6.6% | +1.2% | -7.8% | -6.8% |
| 30D | +2.2% | +11.2% | -9.0% | +0.3% |
| 3M | -6.2% | +4.5% | -10.7% | -7.0% |
| 6M | +1.7% | -12.2% | +13.8% | +3.8% |
| YTD | +12.2% | -0.1% | +12.4% | +11.7% |
| 1Y | +15.4% | -0.3% | +15.7% | +14.9% |
| 3Y | +73.3% | -8.7% | +82.1% | +78.4% |
| All | +73.3% | -10.4% | +83.7% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling