+101.7%
SMR vs NSC
+77.7%
+24.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.3% |
| 7D | -8.3% | +2.5% | -10.7% | -9.7% |
| 30D | -20.1% | +1.7% | -21.8% | -20.8% |
| 3M | -52.7% | -2.6% | -50.1% | -51.9% |
| 6M | -61.0% | +6.4% | -67.5% | -63.3% |
| YTD | -67.1% | +15.5% | -82.6% | -71.3% |
| 1Y | -79.9% | +17.6% | -97.5% | -82.7% |
| 3Y | +101.7% | +75.0% | +26.8% | +5.7% |
| All | +101.7% | +77.7% | +24.0% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling