+75.0%
NSC vs SPG
+137.1%
-62.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | -3.4% | +5.6% | -9.0% | -5.9% |
| 30D | +3.6% | +17.6% | -14.0% | -4.2% |
| 3M | -1.4% | +7.5% | -8.9% | -4.8% |
| 6M | +6.0% | +18.5% | -12.6% | -2.8% |
| YTD | +15.5% | +30.9% | -15.4% | +0.7% |
| 1Y | +16.2% | +34.1% | -17.9% | +0.1% |
| All | +75.0% | +137.1% | -62.1% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling