+24.4%
NSC vs STT
+100.0%
-75.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | -6.6% | -2.5% | -4.1% | -5.8% |
| 30D | +2.2% | -5.0% | +7.1% | +4.0% |
| 3M | -6.2% | -10.5% | +4.3% | -2.6% |
| 6M | +1.7% | +10.0% | -8.3% | -2.4% |
| YTD | +12.2% | +30.7% | -18.5% | +0.4% |
| 1Y | +15.4% | +43.8% | -28.4% | -0.5% |
| 3Y | +73.3% | +168.1% | -94.7% | +18.0% |
| All | +24.4% | +100.0% | -75.7% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling