+329.1%
NSC vs SM
+5.6%
+323.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.8% |
| 7D | -5.5% | +0.1% | -5.6% | -5.5% |
| 30D | -3.2% | +26.3% | -29.5% | -5.8% |
| 3M | +7.7% | +8.7% | -1.0% | +6.2% |
| 6M | +4.5% | +51.7% | -47.2% | -1.4% |
| YTD | +15.6% | +99.0% | -83.5% | +5.4% |
| 1Y | +19.8% | +34.6% | -14.7% | +13.9% |
| 3Y | +70.1% | -7.8% | +77.9% | +65.5% |
| 5Y | +46.1% | +104.8% | -58.7% | +26.5% |
| All | +329.1% | +5.6% | +323.5% | +209.4% |
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