+958.5%
SLB vs NSC
+5,745.4%
-4,786.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | +0.8% | -5.5% | +6.3% | +3.5% |
| 30D | +15.8% | -3.2% | +19.0% | +17.5% |
| 3M | -0.3% | +7.7% | -8.0% | -4.0% |
| 6M | +21.3% | +4.5% | +16.8% | +18.1% |
| YTD | +52.3% | +15.6% | +36.7% | +41.5% |
| 1Y | +63.6% | +19.8% | +43.8% | +49.4% |
| 3Y | +3.8% | +70.1% | -66.3% | -20.8% |
| 5Y | +128.6% | +46.1% | +82.5% | +84.4% |
| 10Y | -3.1% | +328.1% | -331.1% | -49.4% |
| All | +958.5% | +5,745.4% | -4,786.9% | +120.4% |
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