+291.1%
NSC vs STZ
+12.6%
+278.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +4.2% | +14.7% | -10.5% | -1.2% |
| 3M | -0.2% | +8.8% | -9.0% | -3.9% |
| 6M | +7.6% | +3.1% | +4.5% | +5.3% |
| YTD | +17.4% | +7.9% | +9.5% | +11.7% |
| 1Y | +18.3% | +14.2% | +4.1% | +9.8% |
| 3Y | +79.8% | -35.2% | +115.0% | +105.6% |
| 5Y | +34.3% | -29.6% | +63.9% | +46.2% |
| All | +291.1% | +12.6% | +278.6% | +254.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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