+2,435.9%
SAP vs NSC
+2,497.3%
-61.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.2% | -1.8% |
| 7D | +1.5% | -3.4% | +4.9% | +2.8% |
| 30D | +8.8% | +3.6% | +5.2% | +7.3% |
| 3M | +12.1% | -1.4% | +13.5% | +12.6% |
| 6M | +34.6% | +6.0% | +28.6% | +31.0% |
| YTD | -2.1% | +15.5% | -17.6% | -8.7% |
| 1Y | -5.5% | +16.2% | -21.8% | -12.1% |
| 3Y | +67.4% | +76.9% | -9.5% | +28.7% |
| 5Y | +74.6% | +29.3% | +45.2% | +49.9% |
| 10Y | +224.0% | +298.3% | -74.2% | +70.9% |
| All | +2,435.9% | +2,497.3% | -61.4% | +461.1% |
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