+3,233.7%
NSC vs SIRI
-7.3%
+3,241.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -3.5% | -2.6% | -0.9% | -3.4% |
| 30D | +3.9% | +22.2% | -18.3% | +2.6% |
| 3M | -0.8% | +14.1% | -14.9% | -1.7% |
| 6M | +7.1% | +22.5% | -15.4% | +5.6% |
| YTD | +16.4% | +67.9% | -51.4% | +12.3% |
| 1Y | +16.9% | +54.6% | -37.7% | +13.4% |
| 3Y | +78.4% | -21.3% | +99.7% | +78.4% |
| 5Y | +33.1% | -40.4% | +73.5% | +33.9% |
| 10Y | +299.9% | -6.2% | +306.1% | +291.7% |
| All | +3,233.7% | -7.3% | +3,241.0% | +2,616.2% |
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 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