+28.5%
NSC vs SPMO
+111.5%
-83.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.4% | -2.6% | -0.1% |
| 7D | -5.4% | -1.9% | -3.4% | -4.6% |
| 30D | +2.9% | -14.1% | +17.0% | +9.9% |
| 3M | -2.2% | -13.1% | +10.9% | +3.7% |
| 6M | +5.3% | -9.4% | +14.7% | +7.3% |
| YTD | +14.8% | +9.5% | +5.2% | +4.2% |
| 1Y | +16.6% | +10.5% | +6.1% | +5.0% |
| 3Y | +78.6% | +124.4% | -45.8% | -5.0% |
| All | +28.5% | +111.5% | -83.0% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling