+24.4%
NSC vs SEI
+706.3%
-682.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +14.3% | -17.1% | -3.6% |
| 7D | -6.6% | -18.3% | +11.7% | -5.8% |
| 30D | +2.2% | -24.4% | +26.6% | +3.3% |
| 3M | -6.2% | +1.5% | -7.7% | -7.2% |
| 6M | +1.7% | -25.1% | +26.8% | +2.1% |
| YTD | +12.2% | +26.4% | -14.2% | +7.4% |
| 1Y | +15.4% | +8.9% | +6.5% | +11.5% |
| 3Y | +73.3% | +586.7% | -513.3% | +30.9% |
| All | +24.4% | +706.3% | -682.0% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling