-48.0%
SE vs NSC
+16.7%
-64.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -3.6% |
| 7D | -7.7% | -3.5% | -4.2% | -7.9% |
| 30D | -22.8% | +3.9% | -26.8% | -22.3% |
| 3M | -43.7% | -0.8% | -42.9% | -43.6% |
| 6M | -12.8% | +7.1% | -19.9% | -12.2% |
| YTD | -42.0% | +16.4% | -58.4% | -40.9% |
| 1Y | -48.0% | +16.9% | -64.9% | -47.7% |
| All | -48.0% | +16.7% | -64.8% | -47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling