+27.2%
NSC vs SPYG
+67.2%
-40.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +0.6% |
| 7D | -5.4% | 0.0% | -5.3% | -5.4% |
| 30D | +2.9% | -8.4% | +11.3% | +7.0% |
| 3M | -2.2% | -6.2% | +4.1% | +0.5% |
| 6M | +5.3% | -1.8% | +7.0% | +5.2% |
| YTD | +14.8% | +8.4% | +6.4% | +8.7% |
| 1Y | +16.6% | +10.1% | +6.5% | +9.3% |
| 3Y | +78.6% | +94.9% | -16.4% | +18.9% |
| 5Y | +27.2% | +68.5% | -41.3% | -13.7% |
| All | +27.2% | +67.2% | -40.0% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling