+76.9%
NSC vs SM
-12.9%
+89.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.5% |
| 7D | -3.4% | -19.5% | +16.1% | -1.3% |
| 30D | +3.6% | -20.2% | +23.8% | +5.9% |
| 3M | -1.4% | -6.5% | +5.1% | -1.4% |
| 6M | +6.0% | +1.6% | +4.4% | +4.0% |
| YTD | +15.5% | +61.2% | -45.7% | +3.4% |
| 1Y | +16.2% | +65.4% | -49.1% | +3.4% |
| 3Y | +76.9% | -13.0% | +90.0% | +68.9% |
| All | +76.9% | -12.9% | +89.8% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling