+568.6%
SE vs NSC
+195.7%
+372.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.5% |
| 7D | -3.6% | -2.0% | -1.6% | -2.7% |
| 30D | -5.3% | -3.2% | -2.1% | -4.0% |
| 3M | +28.1% | +3.9% | +24.2% | +25.0% |
| 6M | +20.7% | +7.8% | +12.9% | +15.4% |
| YTD | -14.8% | +13.4% | -28.2% | -20.7% |
| 1Y | -43.6% | +20.3% | -63.9% | -49.0% |
| 3Y | +184.2% | +76.1% | +108.1% | +105.9% |
| 5Y | -66.3% | +45.0% | -111.3% | -73.3% |
| All | +568.6% | +195.7% | +372.9% | +286.9% |
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