+45.9%
NSC vs SCCO
+339.1%
-293.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -1.3% |
| 7D | -1.5% | +3.4% | -5.0% | -2.1% |
| 30D | -1.9% | +6.6% | -8.5% | -3.1% |
| 3M | +6.2% | +24.5% | -18.3% | +1.6% |
| 6M | +9.2% | +16.5% | -7.3% | +4.8% |
| YTD | +15.0% | +52.1% | -37.1% | +3.1% |
| 1Y | +21.1% | +114.2% | -93.1% | -0.2% |
| 3Y | +78.6% | +207.4% | -128.8% | +29.0% |
| 5Y | +45.9% | +353.7% | -307.9% | -7.6% |
| All | +45.9% | +339.1% | -293.2% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling