+298.3%
NSC vs STT
+198.3%
+100.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -3.4% | +1.1% | -4.5% | -3.9% |
| 30D | +3.6% | -1.9% | +5.5% | +4.4% |
| 3M | -1.4% | -7.6% | +6.2% | +1.9% |
| 6M | +6.0% | +16.0% | -10.0% | -1.7% |
| YTD | +15.5% | +36.2% | -20.7% | -1.3% |
| 1Y | +16.2% | +46.8% | -30.6% | -4.2% |
| 3Y | +76.9% | +177.8% | -100.8% | +6.6% |
| 5Y | +29.3% | +105.8% | -76.5% | -14.3% |
| 10Y | +298.3% | +197.6% | +100.7% | +96.5% |
| All | +298.3% | +198.3% | +100.0% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling