+309.6%
NSC vs SPG
+109.7%
+199.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.7% | -3.1% |
| 7D | -6.6% | +4.9% | -11.5% | -8.1% |
| 30D | +2.2% | +15.6% | -13.5% | -2.7% |
| 3M | -6.2% | +4.1% | -10.3% | -7.5% |
| 6M | +1.7% | +13.6% | -11.9% | -2.7% |
| YTD | +12.2% | +27.5% | -15.3% | +3.2% |
| 1Y | +15.4% | +32.2% | -16.8% | +4.9% |
| 3Y | +73.3% | +126.0% | -52.7% | +31.7% |
| 5Y | +24.7% | +74.7% | -50.1% | +0.8% |
| All | +309.6% | +109.7% | +199.9% | +195.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling