+78.6%
NSC vs SN
+428.0%
-349.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +1.4% |
| 7D | -5.4% | +7.6% | -13.0% | -6.5% |
| 30D | +2.9% | +24.1% | -21.1% | -0.6% |
| 3M | -2.2% | +23.7% | -25.9% | -5.6% |
| 6M | +5.3% | +105.5% | -100.3% | -7.2% |
| YTD | +14.8% | +105.1% | -90.3% | +0.6% |
| 1Y | +16.6% | +148.3% | -131.7% | -1.6% |
| 3Y | +78.6% | +438.7% | -360.1% | +22.5% |
| All | +78.6% | +428.0% | -349.4% | +22.5% |
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