+2,841.1%
NSC vs SPG
+5,256.9%
-2,415.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -5.5% | -2.4% | -3.1% | -4.7% |
| 30D | -3.2% | -6.8% | +3.6% | -0.7% |
| 3M | +7.7% | +2.7% | +5.0% | +6.5% |
| 6M | +4.5% | +5.5% | -0.9% | +2.3% |
| YTD | +15.6% | +15.7% | -0.1% | +9.3% |
| 1Y | +19.8% | +20.9% | -1.0% | +11.5% |
| 3Y | +70.1% | +112.4% | -42.3% | +28.5% |
| 5Y | +46.1% | +101.4% | -55.2% | +10.4% |
| 10Y | +328.1% | +60.6% | +267.4% | +210.2% |
| All | +2,841.1% | +5,256.9% | -2,415.8% | +572.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling