+324.2%
NSC vs SHAK
+87.2%
+237.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.1% | -1.5% |
| 7D | -2.8% | -8.3% | +5.5% | -1.3% |
| 30D | -4.5% | -12.6% | +8.1% | -2.2% |
| 3M | +3.5% | +9.1% | -5.6% | +1.2% |
| 6M | +8.5% | -31.2% | +39.8% | +14.0% |
| YTD | +12.3% | -21.6% | +33.9% | +14.4% |
| 1Y | +18.9% | -38.8% | +57.7% | +26.8% |
| 3Y | +74.1% | +0.6% | +73.5% | +60.3% |
| 5Y | +43.9% | -22.5% | +66.4% | +32.9% |
| All | +324.2% | +87.2% | +237.0% | +161.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling