+673.5%
SNPS vs NSC
+302.7%
+370.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +5.1% | +1.6% | +3.5% | +4.3% |
| 30D | -6.4% | +4.2% | -10.6% | -8.1% |
| 3M | +12.2% | -0.2% | +12.5% | +11.9% |
| 6M | -9.8% | +7.6% | -17.4% | -13.3% |
| YTD | -1.5% | +17.4% | -18.9% | -9.5% |
| 1Y | +16.0% | +18.3% | -2.3% | +6.1% |
| 3Y | -10.8% | +79.8% | -90.6% | -33.7% |
| 5Y | +33.3% | +34.3% | -1.0% | +11.8% |
| All | +673.5% | +302.7% | +370.7% | +331.5% |
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