+7.1%
NSC vs SPMO
-6.9%
+14.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.8% |
| 7D | -3.5% | +1.8% | -5.4% | -3.6% |
| 30D | +3.9% | -10.0% | +13.9% | +3.1% |
| 3M | -0.8% | -9.4% | +8.6% | -1.6% |
| 6M | +7.1% | -7.7% | +14.8% | +6.6% |
| All | +7.1% | -6.9% | +14.0% | +6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling