+78.6%
NSC vs SPYG
+92.9%
-14.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +0.9% |
| 7D | -5.4% | 0.0% | -5.3% | -5.3% |
| 30D | +2.9% | -8.4% | +11.3% | +5.9% |
| 3M | -2.2% | -6.2% | +4.1% | -0.2% |
| 6M | +5.3% | -1.8% | +7.0% | +5.2% |
| YTD | +14.8% | +8.4% | +6.4% | +9.7% |
| 1Y | +16.6% | +10.1% | +6.5% | +10.5% |
| 3Y | +78.6% | +94.9% | -16.4% | +25.0% |
| All | +78.6% | +92.9% | -14.3% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling