+34.3%
NSC vs SPG
+83.3%
-49.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +1.6% | +3.1% | -1.5% | +0.2% |
| 30D | +4.2% | +16.4% | -12.2% | -2.9% |
| 3M | -0.2% | +7.1% | -7.3% | -3.4% |
| 6M | +7.6% | +16.1% | -8.5% | +0.1% |
| YTD | +17.4% | +30.4% | -13.1% | +3.3% |
| 1Y | +18.3% | +33.0% | -14.7% | +3.1% |
| 3Y | +79.8% | +134.6% | -54.8% | +19.6% |
| 5Y | +34.3% | +84.9% | -50.6% | -7.1% |
| All | +34.3% | +83.3% | -49.0% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling