+182.2%
SAP vs NSC
+330.1%
-147.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | -0.3% | -1.5% | +1.3% | +0.3% |
| 30D | +2.6% | -1.9% | +4.5% | +3.3% |
| 3M | +16.3% | +6.2% | +10.0% | +13.4% |
| 6M | +6.4% | +9.2% | -2.8% | +2.2% |
| YTD | -11.4% | +15.0% | -26.4% | -17.0% |
| 1Y | -20.4% | +21.1% | -41.5% | -27.0% |
| 3Y | +56.5% | +78.6% | -22.1% | +18.5% |
| 5Y | +56.8% | +45.9% | +10.9% | +27.5% |
| All | +182.2% | +330.1% | -147.9% | +52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling