+3,207.8%
NSC vs SPY
+2,954.7%
+253.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -3.1% |
| 7D | -6.6% | -2.7% | -3.9% | -4.2% |
| 30D | +2.2% | -5.4% | +7.5% | +7.6% |
| 3M | -6.2% | -4.1% | -2.1% | -2.7% |
| 6M | +1.7% | +0.7% | +1.0% | +0.2% |
| YTD | +12.2% | +8.7% | +3.6% | +2.4% |
| 1Y | +15.4% | +10.9% | +4.5% | +3.2% |
| 3Y | +73.3% | +75.0% | -1.7% | -1.6% |
| 5Y | +24.7% | +67.8% | -43.1% | -27.1% |
| 10Y | +324.5% | +312.9% | +11.6% | +6.2% |
| All | +3,207.8% | +2,954.7% | +253.1% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling