+46.8%
NSC vs SN
+659.6%
-612.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.7% | -5.5% | -3.2% |
| 7D | -6.6% | +7.2% | -13.8% | -7.5% |
| 30D | +2.2% | +20.4% | -18.2% | -0.5% |
| 3M | -6.2% | +23.9% | -30.1% | -9.1% |
| 6M | +1.7% | +93.0% | -91.4% | -7.8% |
| YTD | +12.2% | +99.2% | -87.0% | +0.8% |
| 1Y | +15.4% | +142.6% | -127.2% | +0.5% |
| 3Y | +73.3% | +398.8% | -325.5% | +37.2% |
| All | +46.8% | +659.6% | -612.8% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling