+51.1%
NSC vs SN
+671.3%
-620.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.0% |
| 7D | +2.5% | +1.5% | +0.9% | +2.2% |
| 30D | +1.7% | +21.5% | -19.8% | -1.1% |
| 3M | -2.6% | +20.0% | -22.6% | -5.2% |
| 6M | +6.4% | +119.9% | -113.5% | -5.3% |
| YTD | +15.5% | +102.3% | -86.8% | +3.5% |
| 1Y | +17.6% | +148.0% | -130.4% | +2.1% |
| 3Y | +75.0% | +450.0% | -375.0% | +37.7% |
| All | +51.1% | +671.3% | -620.2% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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