+78.4%
NSC vs SN
+384.9%
-306.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.4% | -4.2% |
| 7D | -3.8% | +3.8% | -7.6% | -4.4% |
| 30D | +4.1% | +17.5% | -13.5% | +1.4% |
| 3M | -3.3% | +19.2% | -22.5% | -6.2% |
| 6M | +5.9% | +84.9% | -79.1% | -4.9% |
| YTD | +15.5% | +94.0% | -78.5% | +2.3% |
| 1Y | +19.3% | +151.3% | -132.0% | +0.5% |
| All | +78.4% | +384.9% | -306.5% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling