+315.2%
NSC vs SHAK
+43.4%
+271.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | 0.0% |
| 7D | -1.5% | -0.3% | -1.2% | -1.5% |
| 30D | -1.9% | -5.2% | +3.3% | -1.1% |
| 3M | +6.2% | +27.3% | -21.0% | +1.5% |
| 6M | +9.2% | -27.9% | +37.1% | +13.1% |
| YTD | +15.0% | -17.0% | +32.0% | +15.9% |
| 1Y | +21.1% | -30.9% | +52.0% | +25.5% |
| 3Y | +78.6% | +3.4% | +75.2% | +66.5% |
| 5Y | +45.9% | -20.5% | +66.4% | +36.4% |
| 10Y | +326.9% | +88.3% | +238.6% | +215.6% |
| All | +315.2% | +43.4% | +271.8% | +213.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SHAK 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling