+2,893.8%
NSC vs SUI
+4,037.5%
-1,143.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -5.5% | -2.8% | -2.7% | -4.4% |
| 30D | -3.2% | -1.2% | -2.0% | -2.8% |
| 3M | +7.7% | -1.7% | +9.4% | +8.2% |
| 6M | +4.5% | -10.5% | +15.0% | +8.8% |
| YTD | +15.6% | -1.8% | +17.4% | +15.9% |
| 1Y | +19.8% | -4.1% | +23.9% | +21.1% |
| 3Y | +70.1% | +11.3% | +58.8% | +59.7% |
| 5Y | +46.1% | -32.1% | +78.2% | +63.7% |
| 10Y | +328.1% | +110.4% | +217.6% | +199.8% |
| All | +2,893.8% | +4,037.5% | -1,143.7% | +739.4% |
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