+45.3%
NSC vs SCHG
+81.2%
-35.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -1.4% | -2.7% | +1.4% | -0.2% |
| 30D | -3.4% | -2.2% | -1.2% | -2.4% |
| 3M | +5.1% | +6.2% | -1.1% | +2.0% |
| 6M | +9.2% | +13.4% | -4.2% | +2.5% |
| YTD | +13.4% | +7.1% | +6.3% | +9.2% |
| 1Y | +20.8% | +12.5% | +8.3% | +13.3% |
| 3Y | +76.1% | +86.2% | -10.1% | +27.0% |
| 5Y | +45.3% | +83.9% | -38.7% | -1.3% |
| All | +45.3% | +81.2% | -35.9% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling