+179.0%
SAP vs NSC
+324.0%
-145.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.6% |
| 7D | -0.3% | -2.0% | +1.8% | +0.5% |
| 30D | +0.3% | -3.2% | +3.5% | +1.5% |
| 3M | +16.9% | +3.9% | +13.0% | +14.9% |
| 6M | +6.3% | +7.8% | -1.5% | +2.6% |
| YTD | -12.4% | +13.4% | -25.8% | -17.5% |
| 1Y | -21.6% | +20.3% | -41.9% | -28.0% |
| 3Y | +54.8% | +76.1% | -21.3% | +17.8% |
| 5Y | +56.2% | +45.0% | +11.2% | +27.2% |
| 10Y | +179.0% | +335.7% | -156.7% | +51.4% |
| All | +179.0% | +324.0% | -145.0% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded NSC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling