+2,406.5%
NSC vs SCCO
+29,038.2%
-26,631.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.4% | +1.5% |
| 7D | +1.6% | +1.7% | -0.1% | +1.1% |
| 30D | +4.2% | -18.1% | +22.3% | +9.9% |
| 3M | -0.2% | -12.8% | +12.6% | +2.8% |
| 6M | +7.6% | -8.5% | +16.0% | +7.6% |
| YTD | +17.4% | +23.9% | -6.5% | +4.8% |
| 1Y | +18.3% | +30.0% | -11.7% | +3.9% |
| 3Y | +79.8% | +175.2% | -95.4% | +20.2% |
| 5Y | +34.3% | +249.4% | -215.0% | -19.1% |
| 10Y | +303.1% | +703.4% | -400.3% | +79.9% |
| All | +2,406.5% | +29,038.2% | -26,631.7% | +375.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling