+328.9%
NSC vs SGI
+263.0%
+65.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -5.5% | +8.5% | -14.1% | -7.4% |
| 30D | -3.2% | +0.7% | -3.9% | -3.6% |
| 3M | +7.7% | +0.6% | +7.1% | +6.9% |
| 6M | +4.5% | -17.9% | +22.5% | +8.3% |
| YTD | +15.6% | -21.2% | +36.7% | +20.6% |
| 1Y | +19.8% | -18.9% | +38.7% | +23.7% |
| 3Y | +70.1% | +52.6% | +17.5% | +48.2% |
| 5Y | +46.1% | +60.7% | -14.6% | +21.3% |
| All | +328.9% | +263.0% | +65.9% | +155.6% |
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