+45.9%
NSC vs SPXU
-86.0%
+131.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | 0.0% |
| 7D | -1.5% | -1.5% | 0.0% | -1.9% |
| 30D | -1.9% | +3.7% | -5.6% | -1.0% |
| 3M | +6.2% | -9.6% | +15.8% | +3.9% |
| 6M | +9.2% | -32.4% | +41.5% | -0.6% |
| YTD | +15.0% | -28.7% | +43.7% | +6.6% |
| 1Y | +21.1% | -38.2% | +59.3% | +8.4% |
| 3Y | +78.6% | -80.4% | +159.0% | +26.2% |
| 5Y | +45.9% | -86.0% | +131.9% | +4.2% |
| All | +45.9% | -86.0% | +131.9% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling