+762.2%
NSC vs STLA
+189.9%
+572.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | -6.6% | -4.5% | -2.1% | -5.8% |
| 30D | +2.2% | -3.9% | +6.1% | +2.7% |
| 3M | -6.2% | -20.2% | +14.0% | -2.6% |
| 6M | +1.7% | -42.2% | +43.9% | +12.1% |
| YTD | +12.2% | -59.3% | +71.5% | +31.1% |
| 1Y | +15.4% | -56.1% | +71.5% | +32.4% |
| 3Y | +73.3% | -73.7% | +147.0% | +114.4% |
| 5Y | +24.7% | -70.3% | +95.0% | +47.2% |
| 10Y | +324.5% | +23.1% | +301.4% | +282.4% |
| All | +762.2% | +189.9% | +572.4% | +626.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling