+2,233.8%
SAP vs NSC
+2,498.7%
-264.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -2.9% | -5.5% | +2.6% | -0.8% |
| 30D | +9.0% | -3.2% | +12.2% | +10.3% |
| 3M | +14.9% | +7.7% | +7.3% | +11.4% |
| 6M | +11.9% | +4.5% | +7.4% | +9.1% |
| YTD | -9.9% | +15.6% | -25.5% | -15.9% |
| 1Y | -19.5% | +19.8% | -39.4% | -26.0% |
| 3Y | +61.8% | +70.1% | -8.3% | +26.2% |
| 5Y | +56.2% | +46.1% | +10.0% | +27.7% |
| 10Y | +180.6% | +328.1% | -147.5% | +43.9% |
| All | +2,233.8% | +2,498.7% | -264.9% | +416.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling