+62.5%
SLB vs NSC
+23.9%
+38.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.8% |
| 7D | -7.1% | -6.6% | -0.5% | -4.2% |
| 30D | +4.1% | +2.2% | +1.9% | +2.8% |
| 3M | -2.6% | -6.2% | +3.6% | -0.1% |
| 6M | -8.6% | +1.7% | -10.2% | -9.8% |
| YTD | +32.2% | +12.2% | +20.0% | +24.0% |
| 1Y | +40.7% | +15.4% | +25.2% | +30.3% |
| 3Y | -4.5% | +73.3% | -77.9% | -28.3% |
| All | +62.5% | +23.9% | +38.6% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling