+317.1%
NSC vs SHAK
+47.7%
+269.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -5.5% | -0.7% | -4.8% | -5.4% |
| 30D | -3.2% | -6.6% | +3.4% | -2.2% |
| 3M | +7.7% | +30.1% | -22.4% | +2.5% |
| 6M | +4.5% | -28.7% | +33.3% | +8.6% |
| YTD | +15.6% | -14.5% | +30.1% | +15.9% |
| 1Y | +19.8% | -31.9% | +51.7% | +24.6% |
| 3Y | +70.1% | -1.0% | +71.1% | +59.8% |
| 5Y | +46.1% | -18.7% | +64.8% | +36.1% |
| 10Y | +328.1% | +98.1% | +230.0% | +214.5% |
| All | +317.1% | +47.7% | +269.5% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling