+33.1%
NSC vs STLA
-72.6%
+105.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.5% |
| 7D | -3.5% | -11.6% | +8.1% | -1.2% |
| 30D | +3.9% | -6.2% | +10.1% | +5.0% |
| 3M | -0.8% | -24.6% | +23.8% | +4.2% |
| 6M | +7.1% | -44.9% | +52.0% | +19.4% |
| YTD | +16.4% | -62.3% | +78.7% | +39.0% |
| 1Y | +16.9% | -61.8% | +78.7% | +38.8% |
| 3Y | +78.4% | -75.3% | +153.7% | +127.0% |
| 5Y | +33.1% | -72.5% | +105.6% | +60.8% |
| All | +33.1% | -72.6% | +105.7% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling