+5,440.5%
NSC vs STT
+6,268.9%
-828.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.8% |
| 3M | -6.2% | -10.5% | +4.3% | -2.9% |
| 6M | +1.7% | +10.0% | -8.3% | -1.9% |
| YTD | +12.2% | +30.7% | -18.5% | +1.7% |
| 1Y | +15.4% | +43.8% | -28.4% | +1.3% |
| 3Y | +73.3% | +168.1% | -94.7% | +22.7% |
| 5Y | +24.7% | +101.4% | -76.7% | -5.8% |
| 10Y | +324.5% | +211.3% | +113.2% | +169.6% |
| All | +5,440.5% | +6,268.9% | -828.4% | +1,168.2% |
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