+10.7%
SNDU vs NSC
+17.5%
-6.8%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +0.9% | -16.7% | -15.0% |
| 7D | -48.0% | +1.8% | -49.8% | -47.0% |
| 30D | -66.4% | +8.8% | -75.2% | -64.0% |
| 3M | -58.7% | +1.2% | -60.0% | -57.6% |
| 6M | -68.6% | +11.3% | -79.9% | -63.5% |
| All | +10.7% | +17.5% | -6.8% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling