+1,747.7%
NSC vs SBAC
+2,173.2%
-425.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.0% |
| 7D | +1.6% | -3.4% | +5.0% | +2.1% |
| 30D | +4.2% | +2.6% | +1.6% | +3.8% |
| 3M | -0.2% | +2.6% | -2.8% | -0.7% |
| 6M | +7.6% | -11.5% | +19.1% | +8.9% |
| YTD | +17.4% | -1.6% | +19.0% | +16.7% |
| 1Y | +18.3% | -5.1% | +23.4% | +18.2% |
| 3Y | +79.8% | -9.3% | +89.2% | +79.6% |
| 5Y | +34.3% | -41.0% | +75.3% | +41.2% |
| 10Y | +303.1% | +108.0% | +195.0% | +260.7% |
| All | +1,747.7% | +2,173.2% | -425.5% | +1,038.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling