+95.0%
NSC vs SITM
+4,437.5%
-4,342.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.3% |
| 7D | -2.0% | +3.7% | -5.7% | -2.4% |
| 30D | -3.2% | -14.5% | +11.3% | -1.9% |
| 3M | +3.9% | -10.6% | +14.5% | +3.8% |
| 6M | +7.8% | +65.5% | -57.7% | -0.5% |
| YTD | +13.4% | +67.0% | -53.6% | +3.9% |
| 1Y | +20.3% | +138.6% | -118.3% | +4.9% |
| 3Y | +76.1% | +421.8% | -345.7% | +32.5% |
| 5Y | +45.0% | +172.4% | -127.4% | +9.1% |
| All | +95.0% | +4,437.5% | -4,342.4% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling