+2,366.6%
NSC vs SCCO
+29,410.7%
-27,044.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.9% | +1.6% |
| 7D | -3.4% | -1.8% | -1.6% | -3.0% |
| 30D | +3.6% | -17.8% | +21.4% | +9.2% |
| 3M | -1.4% | -12.5% | +11.1% | +1.5% |
| 6M | +6.0% | -4.1% | +10.0% | +4.5% |
| YTD | +15.5% | +25.5% | -10.0% | +2.8% |
| 1Y | +16.2% | +31.0% | -14.7% | +1.9% |
| 3Y | +76.9% | +178.7% | -101.8% | +17.9% |
| 5Y | +29.3% | +279.7% | -250.4% | -24.2% |
| 10Y | +298.3% | +691.4% | -393.2% | +78.5% |
| All | +2,366.6% | +29,410.7% | -27,044.1% | +366.1% |
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