+238.7%
NSC vs SEI
+584.5%
-345.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | -3.4% | -10.8% | +7.4% | -2.5% |
| 30D | +3.6% | -19.0% | +22.6% | +5.2% |
| 3M | -1.4% | +5.8% | -7.2% | -3.9% |
| 6M | +6.0% | -14.9% | +20.8% | +4.8% |
| YTD | +15.5% | +35.4% | -19.9% | +5.5% |
| 1Y | +16.2% | +23.9% | -7.7% | +6.9% |
| 3Y | +76.9% | +661.3% | -584.4% | +6.6% |
| 5Y | +29.3% | +822.2% | -792.9% | -30.2% |
| All | +238.7% | +584.5% | -345.8% | +68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling