+32.3%
NSC vs SFM
+116.0%
-83.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -3.0% | -1.8% |
| 7D | +2.5% | +6.0% | -3.6% | +1.8% |
| 30D | +1.7% | -19.5% | +21.2% | +3.7% |
| 3M | -2.6% | -37.0% | +34.5% | +2.3% |
| 6M | +6.4% | -41.0% | +47.4% | +12.3% |
| YTD | +15.5% | -34.6% | +50.1% | +19.7% |
| 1Y | +17.6% | -36.3% | +53.9% | +22.2% |
| 3Y | +75.0% | +24.5% | +50.4% | +54.7% |
| All | +32.3% | +116.0% | -83.7% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling