+3,361.0%
NSC vs SM
+1,608.3%
+1,752.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.8% |
| 7D | -5.5% | +0.1% | -5.6% | -5.6% |
| 30D | -3.2% | +26.3% | -29.5% | -6.5% |
| 3M | +7.7% | +8.7% | -1.0% | +5.8% |
| 6M | +4.5% | +51.7% | -47.2% | -2.8% |
| YTD | +15.6% | +99.0% | -83.5% | +3.1% |
| 1Y | +19.8% | +34.6% | -14.7% | +12.5% |
| 3Y | +70.1% | -7.8% | +77.9% | +64.4% |
| 5Y | +46.1% | +104.8% | -58.7% | +21.0% |
| 10Y | +328.1% | +7.2% | +320.8% | +182.9% |
| All | +3,361.0% | +1,608.3% | +1,752.7% | +1,352.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling