+196.3%
SE vs NSC
+77.9%
+118.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +0.6% | -1.5% | +2.1% | +1.0% |
| 30D | -0.1% | -1.9% | +1.8% | +0.4% |
| 3M | +34.1% | +6.2% | +27.9% | +31.4% |
| 6M | +23.2% | +9.2% | +14.0% | +19.5% |
| YTD | -11.2% | +15.0% | -26.2% | -15.3% |
| 1Y | -40.5% | +21.1% | -61.6% | -44.3% |
| 3Y | +196.3% | +78.6% | +117.7% | +138.0% |
| All | +196.3% | +77.9% | +118.4% | +138.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling