+15.4%
NSC vs SFM
-38.0%
+53.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.8% | +2.0% | -2.6% |
| 7D | -6.6% | -1.2% | -5.4% | -6.5% |
| 30D | +2.2% | -24.8% | +26.9% | +2.9% |
| 3M | -6.2% | -43.7% | +37.5% | -4.9% |
| 6M | +1.7% | -37.3% | +38.9% | +3.4% |
| YTD | +12.2% | -38.4% | +50.6% | +14.9% |
| 1Y | +15.4% | -36.9% | +52.3% | +17.5% |
| All | +15.4% | -38.0% | +53.4% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling