+302.5%
NSC vs SFM
+146.8%
+155.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.9% | +1.7% |
| 7D | -5.4% | -10.2% | +4.9% | -4.1% |
| 30D | +2.9% | -23.9% | +26.8% | +6.0% |
| 3M | -2.2% | -42.3% | +40.1% | +4.2% |
| 6M | +5.3% | -40.1% | +45.4% | +11.3% |
| YTD | +14.8% | -37.8% | +52.5% | +20.0% |
| 1Y | +16.6% | -37.1% | +53.6% | +21.6% |
| 3Y | +78.6% | +21.5% | +57.0% | +63.5% |
| 5Y | +27.2% | +103.8% | -76.6% | +5.6% |
| 10Y | +302.5% | +142.0% | +160.6% | +224.0% |
| All | +302.5% | +146.8% | +155.7% | +224.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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