+56.8%
SAP vs NSC
+46.6%
+10.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -0.3% | -1.5% | +1.3% | +0.2% |
| 30D | +2.6% | -1.9% | +4.5% | +3.1% |
| 3M | +16.3% | +6.2% | +10.0% | +14.1% |
| 6M | +6.4% | +9.2% | -2.8% | +3.2% |
| YTD | -11.4% | +15.0% | -26.4% | -15.7% |
| 1Y | -20.4% | +21.1% | -41.5% | -25.6% |
| 3Y | +56.5% | +78.6% | -22.1% | +22.2% |
| 5Y | +56.8% | +45.9% | +10.9% | +28.7% |
| All | +56.8% | +46.6% | +10.2% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling