+562.3%
SE vs NSC
+195.7%
+366.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -4.8% | -1.4% | -3.4% | -4.2% |
| 30D | -18.1% | -3.4% | -14.7% | -16.9% |
| 3M | +30.6% | +5.1% | +25.6% | +26.8% |
| 6M | +20.8% | +9.2% | +11.6% | +14.8% |
| YTD | -15.6% | +13.4% | -29.0% | -21.4% |
| 1Y | -44.2% | +20.8% | -65.0% | -49.7% |
| 3Y | +181.5% | +76.1% | +105.5% | +104.0% |
| 5Y | -66.9% | +45.3% | -112.2% | -73.8% |
| All | +562.3% | +195.7% | +366.6% | +283.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling