+2,261.7%
NSC vs SNY
+245.1%
+2,016.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | +0.5% |
| 7D | -1.5% | -2.7% | +1.2% | -0.5% |
| 30D | -1.9% | -0.7% | -1.2% | -1.7% |
| 3M | +6.2% | -1.6% | +7.9% | +6.6% |
| 6M | +9.2% | +2.3% | +6.9% | +7.7% |
| YTD | +15.0% | -6.0% | +21.0% | +17.1% |
| 1Y | +21.1% | -2.7% | +23.7% | +21.0% |
| 3Y | +78.6% | -7.5% | +86.1% | +75.5% |
| 5Y | +45.9% | +6.7% | +39.2% | +31.0% |
| 10Y | +326.9% | +62.3% | +264.6% | +211.4% |
| All | +2,261.7% | +245.1% | +2,016.7% | +947.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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