+3,208.7%
NSC vs SIRI
-17.3%
+3,226.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.7% |
| 7D | -5.5% | +1.6% | -7.1% | -5.6% |
| 30D | -3.2% | -4.7% | +1.5% | -2.9% |
| 3M | +7.7% | +5.3% | +2.4% | +7.2% |
| 6M | +4.5% | +30.5% | -26.0% | +2.6% |
| YTD | +15.6% | +49.6% | -34.1% | +12.4% |
| 1Y | +19.8% | +28.5% | -8.7% | +17.5% |
| 3Y | +70.1% | -27.5% | +97.6% | +70.8% |
| 5Y | +46.1% | -44.7% | +90.8% | +47.7% |
| 10Y | +328.1% | -12.6% | +340.7% | +321.7% |
| All | +3,208.7% | -17.3% | +3,226.0% | +2,616.9% |
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