+3,027.2%
NSC vs SUI
+4,142.3%
-1,115.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.2% | -1.1% |
| 7D | +1.8% | +10.0% | -8.2% | -2.0% |
| 30D | +8.8% | +8.4% | +0.4% | +5.2% |
| 3M | +1.2% | +0.7% | +0.6% | +0.6% |
| 6M | +11.3% | -0.9% | +12.3% | +11.1% |
| YTD | +20.7% | +0.6% | +20.1% | +19.6% |
| 1Y | +23.4% | +0.8% | +22.6% | +22.1% |
| 3Y | +87.1% | +15.5% | +71.7% | +73.0% |
| 5Y | +33.8% | -25.9% | +59.7% | +44.6% |
| 10Y | +356.6% | +119.5% | +237.1% | +214.2% |
| All | +3,027.2% | +4,142.3% | -1,115.1% | +766.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling