+73.3%
NSC vs SPG
+124.5%
-51.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.7% | -3.2% |
| 7D | -6.6% | +4.9% | -11.5% | -8.8% |
| 30D | +2.2% | +15.6% | -13.5% | -4.8% |
| 3M | -6.2% | +4.1% | -10.3% | -8.1% |
| 6M | +1.7% | +13.6% | -11.9% | -4.7% |
| YTD | +12.2% | +27.5% | -15.3% | -0.9% |
| 1Y | +15.4% | +32.2% | -16.8% | 0.0% |
| 3Y | +73.3% | +126.0% | -52.7% | +12.0% |
| All | +73.3% | +124.5% | -51.2% | +12.0% |
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