+818.8%
SLB vs NSC
+5,576.5%
-4,757.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.9% |
| 7D | -7.1% | -6.6% | -0.5% | -4.2% |
| 30D | +4.1% | +2.2% | +1.9% | +2.9% |
| 3M | -2.6% | -6.2% | +3.6% | 0.0% |
| 6M | -8.6% | +1.7% | -10.2% | -9.8% |
| YTD | +32.2% | +12.2% | +20.0% | +24.2% |
| 1Y | +40.7% | +15.4% | +25.2% | +30.5% |
| 3Y | -4.5% | +73.3% | -77.9% | -27.7% |
| 5Y | +66.4% | +24.7% | +41.7% | +44.2% |
| 10Y | -15.1% | +324.5% | -339.6% | -55.6% |
| All | +818.8% | +5,576.5% | -4,757.7% | +93.5% |
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 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