+4,095.5%
NSC vs SPYG
+530.1%
+3,565.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | -0.2% |
| 7D | -5.4% | 0.0% | -5.3% | -5.4% |
| 30D | +2.9% | -8.4% | +11.3% | +9.6% |
| 3M | -2.2% | -6.2% | +4.1% | +2.1% |
| 6M | +5.3% | -1.8% | +7.0% | +5.1% |
| YTD | +14.8% | +8.4% | +6.4% | +5.5% |
| 1Y | +16.6% | +10.1% | +6.5% | +5.7% |
| 3Y | +78.6% | +94.9% | -16.4% | +0.4% |
| 5Y | +27.2% | +68.5% | -41.3% | -21.7% |
| 10Y | +302.5% | +392.2% | -89.7% | +4.6% |
| All | +4,095.5% | +530.1% | +3,565.4% | +463.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling