+20.3%
NSC vs SPXU
-37.3%
+57.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.3% |
| 7D | -2.0% | +1.3% | -3.3% | -1.9% |
| 30D | -3.2% | +5.1% | -8.3% | -2.7% |
| 3M | +3.9% | -9.1% | +13.1% | +3.1% |
| 6M | +7.8% | -29.6% | +37.4% | +3.1% |
| YTD | +13.4% | -27.7% | +41.1% | +9.1% |
| 1Y | +20.3% | -37.0% | +57.3% | +12.9% |
| All | +20.3% | -37.3% | +57.7% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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