+33.1%
NSC vs SIRI
-39.0%
+72.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -3.5% | -2.6% | -0.9% | -3.2% |
| 30D | +3.9% | +22.2% | -18.3% | +1.3% |
| 3M | -0.8% | +14.1% | -14.9% | -2.5% |
| 6M | +7.1% | +22.5% | -15.4% | +4.1% |
| YTD | +16.4% | +67.9% | -51.4% | +8.3% |
| 1Y | +16.9% | +54.6% | -37.7% | +9.9% |
| 3Y | +78.4% | -21.3% | +99.7% | +76.6% |
| 5Y | +33.1% | -40.4% | +73.5% | +40.0% |
| All | +33.1% | -39.0% | +72.1% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling