+328.2%
NSC vs SPMO
+514.3%
-186.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +1.2% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -3.4% | -0.7% | -2.7% | -3.1% |
| 3M | +5.1% | +2.8% | +2.2% | +1.2% |
| 6M | +9.2% | +24.4% | -15.2% | -9.6% |
| YTD | +13.4% | +24.2% | -10.8% | -6.2% |
| 1Y | +20.8% | +24.5% | -3.7% | -0.7% |
| 3Y | +76.1% | +155.6% | -79.5% | -20.7% |
| 5Y | +45.3% | +148.2% | -102.9% | -33.5% |
| All | +328.2% | +514.3% | -186.2% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling