+47.4%
NSC vs SBAC
-43.7%
+91.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | -5.5% | -0.8% | -4.7% | -5.3% |
| 30D | -3.2% | +6.9% | -10.1% | -4.8% |
| 3M | +7.7% | -8.2% | +15.9% | +9.6% |
| 6M | +4.5% | -1.6% | +6.2% | +4.1% |
| YTD | +15.6% | -0.1% | +15.7% | +14.4% |
| 1Y | +19.8% | -0.5% | +20.3% | +18.6% |
| 3Y | +70.1% | -9.1% | +79.2% | +69.0% |
| All | +47.4% | -43.7% | +91.1% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling