+284.9%
NSC vs SM
+18.0%
+266.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +2.5% | +9.4% | -6.9% | +1.4% |
| 30D | +1.7% | -14.4% | +16.1% | +3.1% |
| 3M | -2.6% | +1.6% | -4.1% | -3.2% |
| 6M | +6.4% | +6.3% | +0.1% | +4.6% |
| YTD | +15.5% | +78.8% | -63.3% | +6.1% |
| 1Y | +17.6% | +83.1% | -65.5% | +7.6% |
| 3Y | +75.0% | -5.9% | +80.9% | +69.3% |
| 5Y | +32.2% | +4.8% | +27.4% | +22.9% |
| All | +284.9% | +18.0% | +266.8% | +177.4% |
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