+299.9%
NSC vs SGI
+337.7%
-37.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -3.5% | -10.5% | +6.9% | -1.0% |
| 30D | +3.9% | +0.1% | +3.8% | +3.7% |
| 3M | -0.8% | -4.0% | +3.2% | -0.2% |
| 6M | +7.1% | -5.6% | +12.7% | +7.5% |
| YTD | +16.4% | -29.5% | +45.9% | +24.6% |
| 1Y | +16.9% | -31.5% | +48.4% | +25.9% |
| 3Y | +78.4% | +71.6% | +6.8% | +50.4% |
| 5Y | +33.1% | +50.5% | -17.4% | +11.6% |
| 10Y | +299.9% | +333.9% | -34.0% | +135.1% |
| All | +299.9% | +337.7% | -37.8% | +135.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling