+2,839.5%
NSC vs SPG
+5,961.7%
-3,122.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -3.4% | +5.6% | -9.0% | -5.3% |
| 30D | +3.6% | +17.6% | -14.0% | -2.3% |
| 3M | -1.4% | +7.5% | -8.9% | -4.0% |
| 6M | +6.0% | +18.5% | -12.6% | -0.5% |
| YTD | +15.5% | +30.9% | -15.4% | +4.5% |
| 1Y | +16.2% | +34.1% | -17.9% | +4.2% |
| 3Y | +76.9% | +135.5% | -58.6% | +28.7% |
| 5Y | +29.3% | +86.5% | -57.2% | +0.6% |
| 10Y | +298.3% | +116.1% | +182.2% | +158.7% |
| All | +2,839.5% | +5,961.7% | -3,122.2% | +542.3% |
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