+34.3%
NSC vs SPY
+74.0%
-39.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | +1.6% | +3.3% | -1.7% | -0.8% |
| 30D | +4.2% | -2.7% | +6.9% | +6.2% |
| 3M | -0.2% | -1.7% | +1.5% | +0.9% |
| 6M | +7.6% | +3.1% | +4.5% | +4.5% |
| YTD | +17.4% | +11.9% | +5.5% | +6.6% |
| 1Y | +18.3% | +12.0% | +6.3% | +7.3% |
| 3Y | +79.8% | +78.2% | +1.6% | +10.8% |
| 5Y | +34.3% | +73.2% | -38.9% | -17.5% |
| All | +34.3% | +74.0% | -39.7% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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