+78.6%
NSC vs SIRI
-23.5%
+102.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -1.5% | +4.3% | -5.8% | -2.1% |
| 30D | -1.9% | -2.8% | +0.9% | -1.6% |
| 3M | +6.2% | +5.9% | +0.3% | +5.2% |
| 6M | +9.2% | +31.9% | -22.8% | +4.4% |
| YTD | +15.0% | +48.7% | -33.6% | +7.9% |
| 1Y | +21.1% | +23.2% | -2.1% | +16.5% |
| 3Y | +78.6% | -23.9% | +102.5% | +78.2% |
| All | +78.6% | -23.5% | +102.1% | +78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling