+98.6%
NSC vs SITM
+3,318.8%
-3,220.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.9% |
| 7D | -3.4% | -0.1% | -3.3% | -3.7% |
| 30D | +3.6% | -27.4% | +31.0% | +6.2% |
| 3M | -1.4% | -35.6% | +34.2% | +1.8% |
| 6M | +6.0% | -46.6% | +52.6% | +10.1% |
| YTD | +15.5% | +25.8% | -10.3% | +7.8% |
| 1Y | +16.2% | +38.2% | -22.0% | +7.0% |
| 3Y | +76.9% | +311.5% | -234.6% | +35.2% |
| 5Y | +29.3% | +94.6% | -65.3% | +0.5% |
| All | +98.6% | +3,318.8% | -3,220.2% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling