+316.9%
NSC vs SHAK
+61.5%
+255.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.3% | +0.9% |
| 7D | -3.4% | +8.2% | -11.6% | -4.7% |
| 30D | +3.6% | +13.5% | -9.8% | +1.3% |
| 3M | -1.4% | +6.2% | -7.6% | -2.7% |
| 6M | +6.0% | +8.2% | -2.3% | +3.4% |
| YTD | +15.5% | -6.5% | +22.0% | +13.7% |
| 1Y | +16.2% | -19.2% | +35.4% | +17.2% |
| 3Y | +76.9% | +37.9% | +39.0% | +56.8% |
| 5Y | +29.3% | -9.5% | +38.8% | +18.6% |
| 10Y | +298.3% | +106.2% | +192.1% | +188.7% |
| All | +316.9% | +61.5% | +255.4% | +207.2% |
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