-3.6%
SMR vs NSC
+41.4%
-44.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.8% |
| 7D | +4.4% | -5.5% | +9.9% | +7.7% |
| 30D | +3.4% | -3.2% | +6.6% | +5.2% |
| 3M | -19.2% | +7.7% | -26.8% | -23.5% |
| 6M | -22.6% | +4.5% | -27.2% | -25.8% |
| YTD | -31.5% | +15.6% | -47.1% | -38.9% |
| 1Y | -73.1% | +19.8% | -92.9% | -76.7% |
| 3Y | +55.0% | +70.1% | -15.1% | +8.7% |
| All | -3.6% | +41.4% | -44.9% | -32.2% |
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