+326.9%
NSC vs SGI
+261.3%
+65.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | -1.5% | +9.3% | -10.8% | -3.7% |
| 30D | -1.9% | +6.9% | -8.8% | -3.6% |
| 3M | +6.2% | +2.8% | +3.4% | +4.9% |
| 6M | +9.2% | -12.6% | +21.8% | +11.4% |
| YTD | +15.0% | -21.5% | +36.6% | +20.1% |
| 1Y | +21.1% | -18.8% | +39.8% | +24.9% |
| 3Y | +78.6% | +60.8% | +17.8% | +53.7% |
| 5Y | +45.9% | +60.0% | -14.1% | +21.3% |
| 10Y | +326.9% | +267.8% | +59.0% | +154.7% |
| All | +326.9% | +261.3% | +65.5% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SGI 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling