+244.2%
NSC vs SEI
+613.6%
-369.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +1.6% | +27.6% | -26.0% | -1.5% |
| 30D | +4.2% | -17.1% | +21.3% | +5.5% |
| 3M | -0.2% | +4.6% | -4.8% | -2.6% |
| 6M | +7.6% | -15.1% | +22.6% | +6.5% |
| YTD | +17.4% | +41.2% | -23.8% | +6.6% |
| 1Y | +18.3% | +37.5% | -19.2% | +7.3% |
| 3Y | +79.8% | +693.7% | -613.8% | +7.8% |
| 5Y | +34.3% | +901.7% | -867.4% | -28.6% |
| All | +244.2% | +613.6% | -369.4% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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