+238.6%
NSC vs SEI
+605.9%
-367.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.5% |
| 7D | +2.5% | +10.5% | -8.0% | +1.2% |
| 30D | +1.7% | -8.0% | +9.7% | +1.8% |
| 3M | -2.6% | +6.7% | -9.3% | -5.1% |
| 6M | +6.4% | -17.0% | +23.5% | +5.7% |
| YTD | +15.5% | +39.7% | -24.2% | +5.0% |
| 1Y | +17.6% | +43.2% | -25.6% | +6.0% |
| 3Y | +75.0% | +676.3% | -601.4% | +5.2% |
| 5Y | +32.2% | +891.0% | -858.9% | -29.6% |
| All | +238.6% | +605.9% | -367.3% | +68.1% |
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