+3,358.8%
NSC vs SM
+1,289.1%
+2,069.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.6% | +0.3% | -3.7% |
| 7D | -3.8% | -25.1% | +21.4% | -0.1% |
| 30D | +4.1% | -15.6% | +19.7% | +6.2% |
| 3M | -3.3% | +2.7% | -6.0% | -4.3% |
| 6M | +5.9% | -3.8% | +9.7% | +4.9% |
| YTD | +15.5% | +61.8% | -46.4% | +5.5% |
| 1Y | +19.3% | +71.4% | -52.0% | +8.0% |
| 3Y | +79.0% | -20.7% | +99.7% | +76.1% |
| 5Y | +28.3% | -11.5% | +39.8% | +19.5% |
| 10Y | +336.8% | +10.2% | +326.6% | +185.7% |
| All | +3,358.8% | +1,289.1% | +2,069.8% | +1,386.1% |
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