+47.4%
NSC vs SPG
+102.5%
-55.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -5.5% | -2.4% | -3.1% | -4.5% |
| 30D | -3.2% | -6.8% | +3.6% | -0.2% |
| 3M | +7.7% | +2.7% | +5.0% | +6.2% |
| 6M | +4.5% | +5.5% | -0.9% | +1.8% |
| YTD | +15.6% | +15.7% | -0.1% | +7.9% |
| 1Y | +19.8% | +20.9% | -1.0% | +9.5% |
| 3Y | +70.1% | +112.4% | -42.3% | +20.9% |
| All | +47.4% | +102.5% | -55.1% | +4.1% |
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