-77.8%
SNAP vs NSC
+221.8%
-299.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.5% |
| 7D | +1.5% | -1.5% | +3.0% | +2.2% |
| 30D | +1.9% | -1.9% | +3.8% | +2.7% |
| 3M | -3.9% | +6.2% | -10.1% | -6.9% |
| 6M | +5.2% | +9.2% | -3.9% | +0.1% |
| YTD | -32.7% | +15.0% | -47.7% | -37.8% |
| 1Y | -24.8% | +21.1% | -45.9% | -32.1% |
| 3Y | -42.2% | +78.6% | -120.8% | -56.9% |
| 5Y | -92.7% | +45.9% | -138.6% | -94.1% |
| All | -77.8% | +221.8% | -299.6% | -88.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling