+2,367.9%
NSC vs SCCO
+33,989.3%
-31,621.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -5.5% | -5.3% | -0.3% | -4.0% |
| 30D | -3.2% | +2.7% | -5.9% | -4.2% |
| 3M | +7.7% | +4.2% | +3.5% | +4.8% |
| 6M | +4.5% | -0.6% | +5.2% | +2.0% |
| YTD | +15.6% | +45.0% | -29.4% | -0.7% |
| 1Y | +19.8% | +109.3% | -89.5% | -8.6% |
| 3Y | +70.1% | +180.8% | -110.7% | +14.1% |
| 5Y | +46.1% | +314.3% | -268.1% | -16.1% |
| 10Y | +328.1% | +1,083.3% | -755.2% | +71.4% |
| All | +2,367.9% | +33,989.3% | -31,621.4% | +350.5% |
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 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