+475.8%
NSC vs SFM
+132.6%
+343.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.1% |
| 7D | -5.5% | -0.1% | -5.4% | -5.5% |
| 30D | -3.2% | -4.4% | +1.2% | -2.7% |
| 3M | +7.7% | +1.5% | +6.2% | +7.1% |
| 6M | +4.5% | +6.5% | -2.0% | +2.8% |
| YTD | +15.6% | +2.2% | +13.4% | +14.1% |
| 1Y | +19.8% | -41.9% | +61.7% | +27.3% |
| 3Y | +70.1% | +106.8% | -36.7% | +47.1% |
| 5Y | +46.1% | +231.6% | -185.4% | +15.7% |
| 10Y | +328.1% | +258.4% | +69.7% | +220.2% |
| All | +475.8% | +132.6% | +343.2% | +352.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling