+5,605.4%
NSC vs STT
+7,372.9%
-1,767.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -5.5% | +0.5% | -6.0% | -5.7% |
| 30D | -3.2% | +3.9% | -7.1% | -4.5% |
| 3M | +7.7% | +20.0% | -12.3% | +1.1% |
| 6M | +4.5% | +55.3% | -50.8% | -10.2% |
| YTD | +15.6% | +53.3% | -37.8% | -0.5% |
| 1Y | +19.8% | +74.7% | -54.9% | -1.5% |
| 3Y | +70.1% | +205.8% | -135.7% | +15.3% |
| 5Y | +46.1% | +145.0% | -98.9% | +3.4% |
| 10Y | +328.1% | +266.0% | +62.1% | +157.8% |
| All | +5,605.4% | +7,372.9% | -1,767.6% | +1,139.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling