+420.7%
NSC vs SPMO
+504.7%
-84.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.6% | +9.8% | -8.2% | -4.4% |
| 30D | +4.2% | -9.2% | +13.4% | +10.3% |
| 3M | -0.2% | -11.0% | +10.7% | +6.6% |
| 6M | +7.6% | -6.6% | +14.2% | +8.9% |
| YTD | +17.4% | +13.3% | +4.0% | +2.5% |
| 1Y | +18.3% | +12.7% | +5.6% | +3.5% |
| 3Y | +79.8% | +127.5% | -47.7% | -11.8% |
| 5Y | +34.3% | +117.4% | -83.0% | -32.1% |
| 10Y | +303.1% | +469.5% | -166.4% | +4.4% |
| All | +420.7% | +504.7% | -84.0% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling