+17.6%
NSC vs SHAK
-20.2%
+37.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.8% | -1.8% |
| 7D | +2.5% | +4.3% | -1.8% | +2.2% |
| 30D | +1.7% | +9.0% | -7.3% | +1.1% |
| 3M | -2.6% | +1.8% | -4.4% | -2.8% |
| 6M | +6.4% | +17.3% | -10.9% | +5.3% |
| YTD | +15.5% | -7.6% | +23.1% | +15.2% |
| 1Y | +17.6% | -16.9% | +34.5% | +18.8% |
| All | +17.6% | -20.2% | +37.8% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling