+45.0%
NSC vs SPMO
+149.2%
-104.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -2.0% | +2.7% | -4.8% | -3.3% |
| 30D | -3.2% | +1.1% | -4.3% | -3.8% |
| 3M | +3.9% | +2.0% | +1.9% | +1.6% |
| 6M | +7.8% | +26.5% | -18.7% | -7.9% |
| YTD | +13.4% | +26.5% | -13.1% | -3.2% |
| 1Y | +20.3% | +27.9% | -7.6% | +1.7% |
| 3Y | +76.1% | +160.4% | -84.3% | -12.1% |
| 5Y | +45.0% | +151.5% | -106.5% | -27.0% |
| All | +45.0% | +149.2% | -104.2% | -27.0% |
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 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