+28.3%
NSC vs SUI
-25.7%
+54.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.6% |
| 7D | -3.8% | +8.8% | -12.5% | -6.9% |
| 30D | +4.1% | +8.9% | -4.8% | +0.5% |
| 3M | -3.3% | +2.0% | -5.3% | -4.3% |
| 6M | +5.9% | -0.6% | +6.5% | +5.5% |
| YTD | +15.5% | +1.3% | +14.1% | +14.1% |
| 1Y | +19.3% | +1.3% | +18.1% | +17.9% |
| 3Y | +79.0% | +16.3% | +62.8% | +64.2% |
| 5Y | +28.3% | -25.1% | +53.4% | +37.1% |
| All | +28.3% | -25.7% | +54.0% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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