+78.6%
NSC vs STT
+178.8%
-100.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.4% | +0.6% |
| 7D | -5.4% | +0.9% | -6.3% | -5.7% |
| 30D | +2.9% | -2.3% | +5.3% | +3.8% |
| 3M | -2.2% | -7.0% | +4.8% | +0.4% |
| 6M | +5.3% | +15.5% | -10.2% | -1.7% |
| YTD | +14.8% | +35.6% | -20.8% | -0.9% |
| 1Y | +16.6% | +47.9% | -31.3% | -3.5% |
| 3Y | +78.6% | +181.1% | -102.5% | +12.4% |
| All | +78.6% | +178.8% | -100.2% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling