+72.5%
SMR vs NSC
+75.0%
-2.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +4.7% | -1.4% | +6.1% | +5.7% |
| 30D | +3.2% | -3.4% | +6.6% | +5.5% |
| 3M | +9.9% | +5.1% | +4.8% | +4.4% |
| 6M | -15.1% | +9.2% | -24.3% | -22.9% |
| YTD | -27.9% | +13.4% | -41.4% | -37.2% |
| 1Y | -70.2% | +20.8% | -91.0% | -75.7% |
| All | +72.5% | +75.0% | -2.6% | -16.6% |
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