+45.0%
NSC vs SHAK
-25.9%
+70.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -0.5% |
| 7D | -2.0% | -7.2% | +5.2% | -1.1% |
| 30D | -3.2% | -11.8% | +8.6% | -1.6% |
| 3M | +3.9% | +17.2% | -13.2% | +1.2% |
| 6M | +7.8% | -34.1% | +41.9% | +12.6% |
| YTD | +13.4% | -22.4% | +35.8% | +15.2% |
| 1Y | +20.3% | -35.9% | +56.2% | +25.4% |
| 3Y | +76.1% | -3.4% | +79.4% | +68.0% |
| 5Y | +45.0% | -25.4% | +70.4% | +36.3% |
| All | +45.0% | -25.9% | +70.9% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling