+589.4%
SE vs NSC
+201.3%
+388.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -6.1% | -5.5% | -0.6% | -3.7% |
| 30D | -2.5% | -3.2% | +0.8% | -1.1% |
| 3M | +21.7% | +7.7% | +14.0% | +16.8% |
| 6M | +27.0% | +4.5% | +22.5% | +23.1% |
| YTD | -12.1% | +15.6% | -27.7% | -18.9% |
| 1Y | -40.9% | +19.8% | -60.8% | -46.5% |
| 3Y | +191.0% | +70.1% | +120.9% | +114.8% |
| 5Y | -68.3% | +46.1% | -114.4% | -74.9% |
| All | +589.4% | +201.3% | +388.0% | +295.6% |
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