+309.6%
NSC vs SM
+8.2%
+301.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -2.9% |
| 7D | -6.6% | -25.9% | +19.3% | -3.7% |
| 30D | +2.2% | -15.1% | +17.3% | +3.7% |
| 3M | -6.2% | +4.9% | -11.1% | -7.2% |
| 6M | +1.7% | +6.1% | -4.5% | -0.1% |
| YTD | +12.2% | +63.4% | -51.2% | +4.1% |
| 1Y | +15.4% | +72.5% | -57.1% | +6.3% |
| 3Y | +73.3% | -16.9% | +90.2% | +70.1% |
| 5Y | +24.7% | -10.6% | +35.3% | +18.0% |
| All | +309.6% | +8.2% | +301.4% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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