+309.6%
NSC vs SFM
+138.2%
+171.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.8% | +2.0% | -2.2% |
| 7D | -6.6% | -1.2% | -5.4% | -6.5% |
| 30D | +2.2% | -24.8% | +26.9% | +5.3% |
| 3M | -6.2% | -43.7% | +37.5% | +0.2% |
| 6M | +1.7% | -37.3% | +38.9% | +6.8% |
| YTD | +12.2% | -38.4% | +50.6% | +17.5% |
| 1Y | +15.4% | -36.9% | +52.3% | +20.3% |
| 3Y | +73.3% | +20.7% | +52.7% | +58.9% |
| 5Y | +24.7% | +103.5% | -78.8% | +3.6% |
| All | +309.6% | +138.2% | +171.4% | +231.4% |
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