+51.2%
NSC vs SN
+490.7%
-439.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -5.5% | -9.3% | +3.8% | -4.2% |
| 30D | -3.2% | -4.8% | +1.6% | -2.6% |
| 3M | +7.7% | +40.4% | -32.7% | +2.3% |
| 6M | +4.5% | +50.9% | -46.4% | -2.1% |
| YTD | +15.6% | +54.9% | -39.4% | +7.6% |
| 1Y | +19.8% | +43.0% | -23.2% | +12.7% |
| 3Y | +70.1% | +391.8% | -321.7% | +38.2% |
| All | +51.2% | +490.7% | -439.5% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling