-4.8%
SLB vs NSC
+326.8%
-331.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | +0.4% | -1.5% | +1.9% | +1.4% |
| 30D | +13.6% | -1.9% | +15.5% | +14.9% |
| 3M | +1.5% | +6.2% | -4.7% | -2.8% |
| 6M | +23.0% | +9.2% | +13.8% | +14.9% |
| YTD | +51.2% | +15.0% | +36.2% | +36.2% |
| 1Y | +63.5% | +21.1% | +42.4% | +42.1% |
| 3Y | +2.5% | +78.6% | -76.1% | -34.5% |
| 5Y | +139.2% | +45.9% | +93.3% | +69.3% |
| 10Y | -4.8% | +326.9% | -331.6% | -59.0% |
| All | -4.8% | +326.8% | -331.6% | -59.0% |
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 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