+299.9%
NSC vs SPYG
+400.9%
-101.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | -0.4% |
| 7D | -3.5% | -1.5% | -2.0% | -2.6% |
| 30D | +3.9% | -7.2% | +11.1% | +9.2% |
| 3M | -0.8% | -4.6% | +3.9% | +2.1% |
| 6M | +7.1% | -1.2% | +8.3% | +6.5% |
| YTD | +16.4% | +9.3% | +7.1% | +6.7% |
| 1Y | +16.9% | +8.8% | +8.1% | +7.3% |
| 3Y | +78.4% | +93.3% | -14.9% | +0.2% |
| 5Y | +33.1% | +71.7% | -38.6% | -18.8% |
| 10Y | +299.9% | +399.8% | -99.9% | -19.4% |
| All | +299.9% | +400.9% | -101.0% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling