+16.2%
NSC vs STLA
-59.1%
+75.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.3% | +0.9% |
| 7D | -3.4% | -4.9% | +1.5% | -3.0% |
| 30D | +3.6% | -4.9% | +8.5% | +4.0% |
| 3M | -1.4% | -23.7% | +22.3% | +0.6% |
| 6M | +6.0% | -45.0% | +50.9% | +11.3% |
| YTD | +15.5% | -60.9% | +76.4% | +25.0% |
| 1Y | +16.2% | -58.9% | +75.1% | +24.2% |
| All | +16.2% | -59.1% | +75.3% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling