+33.1%
NSC vs SM
-0.4%
+33.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.6% | -4.7% | +0.1% |
| 7D | -3.5% | +0.3% | -3.9% | -3.6% |
| 30D | +3.9% | -17.3% | +21.3% | +6.1% |
| 3M | -0.8% | -3.6% | +2.8% | -1.0% |
| 6M | +7.1% | +2.9% | +4.2% | +5.2% |
| YTD | +16.4% | +70.2% | -53.8% | +4.5% |
| 1Y | +16.9% | +66.5% | -49.6% | +5.1% |
| 3Y | +78.4% | -8.2% | +86.6% | +70.5% |
| 5Y | +33.1% | -1.5% | +34.6% | +24.3% |
| All | +33.1% | -0.4% | +33.5% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling