+299.9%
NSC vs SMTC
+382.5%
-82.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.3% | -9.5% | -0.8% |
| 7D | -3.5% | +12.9% | -16.4% | -5.9% |
| 30D | +3.9% | -25.6% | +29.5% | +7.5% |
| 3M | -0.8% | -4.5% | +3.8% | -3.0% |
| 6M | +7.1% | -8.3% | +15.4% | +3.0% |
| YTD | +16.4% | +69.9% | -53.5% | -2.1% |
| 1Y | +16.9% | +73.9% | -57.0% | -2.6% |
| 3Y | +78.4% | +757.7% | -679.3% | -13.2% |
| 5Y | +33.1% | +38.7% | -5.6% | +3.9% |
| 10Y | +299.9% | +376.1% | -76.2% | +121.7% |
| All | +299.9% | +382.5% | -82.7% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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