+284.9%
NSC vs SCCO
+682.0%
-397.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.8% | -0.9% |
| 7D | +2.5% | -1.9% | +4.4% | +3.0% |
| 30D | +1.7% | -17.4% | +19.1% | +6.9% |
| 3M | -2.6% | -11.7% | +9.1% | 0.0% |
| 6M | +6.4% | -12.1% | +18.5% | +7.6% |
| YTD | +15.5% | +20.9% | -5.4% | +2.4% |
| 1Y | +17.6% | +31.3% | -13.7% | +1.2% |
| 3Y | +75.0% | +170.3% | -95.3% | +8.7% |
| 5Y | +32.2% | +240.8% | -208.6% | -28.8% |
| All | +284.9% | +682.0% | -397.1% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 10y: compounded portfolio wealth divided by compounded SCCO 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…
10y analysis · Full analysis span regression · 6 months rolling