-95.2%
SNDQ vs NSC
+5.5%
-100.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.9% | +7.8% | +7.1% |
| 7D | +11.6% | -2.8% | +14.4% | +12.7% |
| 30D | -45.1% | -4.5% | -40.6% | -44.2% |
| 3M | -68.6% | +3.5% | -72.2% | -69.6% |
| All | -95.2% | +5.5% | -100.7% | -95.3% |
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 · Available span rolling