+816.5%
NSC vs SCHG
+1,145.2%
-328.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.2% |
| 7D | -5.5% | -0.7% | -4.8% | -5.0% |
| 30D | -3.2% | +0.2% | -3.4% | -3.5% |
| 3M | +7.7% | +2.2% | +5.4% | +5.2% |
| 6M | +4.5% | +15.0% | -10.5% | -7.4% |
| YTD | +15.6% | +9.2% | +6.4% | +6.5% |
| 1Y | +19.8% | +15.7% | +4.1% | +4.8% |
| 3Y | +70.1% | +87.3% | -17.2% | -3.4% |
| 5Y | +46.1% | +84.5% | -38.3% | -19.3% |
| 10Y | +328.1% | +448.7% | -120.6% | -25.4% |
| All | +816.5% | +1,145.2% | -328.7% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling