+23.4%
NSC vs SIRI
+59.9%
-36.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.4% | -7.5% | +0.4% |
| 7D | +1.8% | +22.3% | -20.5% | +0.6% |
| 30D | +8.8% | +26.9% | -18.1% | +7.3% |
| 3M | +1.2% | +9.6% | -8.4% | +0.6% |
| 6M | +11.3% | +27.2% | -15.8% | +9.4% |
| YTD | +20.7% | +72.4% | -51.7% | +12.7% |
| 1Y | +23.4% | +59.9% | -36.5% | +16.5% |
| All | +23.4% | +59.9% | -36.5% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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