+32.3%
NSC vs SGI
+41.4%
-9.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +2.5% | -5.3% | +7.8% | +3.8% |
| 30D | +1.7% | -2.1% | +3.8% | +2.0% |
| 3M | -2.6% | -8.2% | +5.6% | -1.0% |
| 6M | +6.4% | -4.6% | +11.0% | +6.4% |
| YTD | +15.5% | -31.5% | +46.9% | +24.6% |
| 1Y | +17.6% | -30.8% | +48.4% | +26.4% |
| 3Y | +75.0% | +67.2% | +7.8% | +47.3% |
| All | +32.3% | +41.4% | -9.1% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling