+75.8%
NSC vs SCHG
+85.5%
-9.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | -2.0% | -0.9% | -1.2% | -1.7% |
| 30D | -3.2% | -2.3% | -0.9% | -2.3% |
| 3M | +3.9% | +4.5% | -0.6% | +1.9% |
| 6M | +7.8% | +13.6% | -5.8% | +1.6% |
| YTD | +13.4% | +7.6% | +5.8% | +9.4% |
| 1Y | +20.3% | +13.0% | +7.3% | +13.0% |
| All | +75.8% | +85.5% | -9.7% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling