+324.2%
NSC vs SIRI
-10.2%
+334.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.1% |
| 7D | -2.8% | +0.6% | -3.3% | -2.9% |
| 30D | -4.5% | +2.5% | -7.0% | -5.1% |
| 3M | +3.5% | +6.6% | -3.1% | +1.8% |
| 6M | +8.5% | +32.9% | -24.4% | +1.0% |
| YTD | +12.3% | +50.5% | -38.1% | +1.3% |
| 1Y | +18.9% | +28.0% | -9.0% | +11.0% |
| 3Y | +74.1% | -22.4% | +96.5% | +73.5% |
| 5Y | +43.9% | -41.3% | +85.2% | +45.4% |
| All | +324.2% | -10.2% | +334.4% | +252.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling