+11.2%
SNPS vs NSC
+24.4%
-13.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | +0.2% |
| 7D | -3.9% | +1.8% | -5.7% | -3.6% |
| 30D | -5.2% | +8.8% | -14.1% | -3.7% |
| 3M | +14.6% | +1.2% | +13.4% | +15.2% |
| 6M | -6.9% | +11.3% | -18.3% | -4.8% |
| YTD | -1.4% | +20.7% | -22.2% | +3.0% |
| 1Y | +11.2% | +23.4% | -12.2% | +15.8% |
| All | +11.2% | +24.4% | -13.2% | +15.8% |
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