+335.7%
NSC vs SCCO
+1,159.3%
-823.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -2.0% | +2.4% | -4.5% | -2.8% |
| 30D | -3.2% | +6.4% | -9.6% | -5.2% |
| 3M | +3.9% | +21.6% | -17.6% | -3.0% |
| 6M | +7.8% | +13.4% | -5.6% | +1.2% |
| YTD | +13.4% | +52.6% | -39.2% | -5.0% |
| 1Y | +20.3% | +122.4% | -102.1% | -12.2% |
| 3Y | +76.1% | +208.5% | -132.4% | +7.9% |
| 5Y | +45.0% | +353.9% | -308.9% | -27.8% |
| 10Y | +335.7% | +1,187.3% | -851.5% | +31.6% |
| All | +335.7% | +1,159.3% | -823.6% | +31.6% |
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