+20.8%
NSC vs SPMO
+24.7%
-3.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -3.4% | -0.7% | -2.7% | -3.3% |
| 3M | +5.1% | +2.8% | +2.2% | +4.3% |
| 6M | +9.2% | +24.4% | -15.2% | +3.2% |
| YTD | +13.4% | +24.2% | -10.8% | +7.3% |
| 1Y | +20.8% | +24.5% | -3.7% | +14.4% |
| All | +20.8% | +24.7% | -3.9% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling