+324.2%
NSC vs SCHG
+459.0%
-134.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.5% |
| 7D | -2.8% | -1.0% | -1.7% | -2.1% |
| 30D | -4.5% | -1.3% | -3.3% | -3.8% |
| 3M | +3.5% | +5.4% | -1.9% | -0.5% |
| 6M | +8.5% | +14.4% | -5.9% | -2.0% |
| YTD | +12.3% | +8.0% | +4.3% | +5.4% |
| 1Y | +18.9% | +12.7% | +6.2% | +7.9% |
| 3Y | +74.1% | +85.6% | -11.5% | +6.6% |
| 5Y | +43.9% | +85.5% | -41.6% | -14.4% |
| All | +324.2% | +459.0% | -134.8% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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