+284.9%
NSC vs SPMO
+460.5%
-175.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.6% |
| 7D | +2.5% | +6.3% | -3.9% | -1.6% |
| 30D | +1.7% | -8.9% | +10.6% | +7.5% |
| 3M | -2.6% | -13.2% | +10.7% | +6.0% |
| 6M | +6.4% | -9.3% | +15.7% | +9.9% |
| YTD | +15.5% | +11.6% | +3.9% | +1.6% |
| 1Y | +17.6% | +13.4% | +4.2% | +2.0% |
| 3Y | +75.0% | +122.9% | -47.9% | -14.3% |
| 5Y | +32.2% | +113.9% | -81.8% | -33.5% |
| All | +284.9% | +460.5% | -175.7% | -1.0% |
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