+47.4%
NSC vs STLA
-62.4%
+109.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | -5.5% | +2.6% | -8.1% | -6.0% |
| 30D | -3.2% | -1.2% | -2.0% | -3.1% |
| 3M | +7.7% | -24.8% | +32.4% | +13.5% |
| 6M | +4.5% | -25.6% | +30.1% | +9.9% |
| YTD | +15.6% | -48.9% | +64.5% | +30.5% |
| 1Y | +19.8% | -38.8% | +58.6% | +28.2% |
| 3Y | +70.1% | -64.5% | +134.6% | +101.0% |
| All | +47.4% | -62.4% | +109.8% | +64.0% |
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