+3,206.4%
NSC vs SIRI
-8.5%
+3,214.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.6% |
| 7D | +2.5% | -1.7% | +4.2% | +2.6% |
| 30D | +1.7% | +21.1% | -19.4% | +0.4% |
| 3M | -2.6% | +14.7% | -17.3% | -3.5% |
| 6M | +6.4% | +22.9% | -16.5% | +4.9% |
| YTD | +15.5% | +65.7% | -50.3% | +11.5% |
| 1Y | +17.6% | +53.5% | -35.9% | +14.1% |
| 3Y | +75.0% | -23.0% | +98.0% | +75.2% |
| 5Y | +32.2% | -41.5% | +73.7% | +33.1% |
| 10Y | +296.6% | -7.4% | +304.0% | +288.8% |
| All | +3,206.4% | -8.5% | +3,214.8% | +2,596.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling