+302.5%
NSC vs SMTC
+365.8%
-63.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.8% | -11.0% | -0.2% |
| 7D | -5.4% | -4.8% | -0.5% | -5.2% |
| 30D | +2.9% | -37.8% | +40.8% | +9.6% |
| 3M | -2.2% | -16.5% | +14.3% | -2.1% |
| 6M | +5.3% | -4.4% | +9.7% | +0.2% |
| YTD | +14.8% | +58.0% | -43.3% | -2.3% |
| 1Y | +16.6% | +62.0% | -45.4% | -1.8% |
| 3Y | +78.6% | +745.7% | -667.1% | -13.5% |
| 5Y | +27.2% | +29.0% | -1.8% | +0.5% |
| 10Y | +302.5% | +351.4% | -48.8% | +130.1% |
| All | +302.5% | +365.8% | -63.3% | +130.1% |
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