+13.4%
NSC vs SN
+136.6%
-123.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.7% | -5.1% | -2.7% |
| 7D | -6.2% | +7.2% | -13.4% | -6.9% |
| 30D | +2.6% | +20.4% | -17.8% | +0.7% |
| 3M | -5.8% | +23.9% | -29.7% | -7.8% |
| 6M | +2.1% | +93.0% | -90.9% | -4.7% |
| YTD | +12.7% | +99.2% | -86.6% | +4.1% |
| All | +13.4% | +136.6% | -123.2% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling