+34.3%
NSC vs SBAC
-40.9%
+75.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | +1.6% | -2.7% | +4.4% | +2.3% |
| 30D | +4.2% | +3.3% | +0.9% | +3.3% |
| 3M | -0.2% | +3.3% | -3.5% | -1.2% |
| 6M | +7.6% | -10.9% | +18.5% | +10.0% |
| YTD | +17.4% | -1.0% | +18.4% | +16.2% |
| 1Y | +18.3% | -4.5% | +22.8% | +18.2% |
| 3Y | +79.8% | -8.7% | +88.6% | +78.2% |
| 5Y | +34.3% | -40.6% | +74.9% | +49.6% |
| All | +34.3% | -40.9% | +75.2% | +49.6% |
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