+574.2%
SNPS vs NSC
+324.0%
+250.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.9% |
| 7D | -5.5% | -2.0% | -3.4% | -4.7% |
| 30D | -4.5% | -3.2% | -1.3% | -3.3% |
| 3M | -15.5% | +3.9% | -19.4% | -17.3% |
| 6M | -10.1% | +7.8% | -17.9% | -13.7% |
| YTD | -16.3% | +13.4% | -29.7% | -21.8% |
| 1Y | -34.9% | +20.3% | -55.3% | -40.7% |
| 3Y | -14.4% | +76.1% | -90.4% | -35.7% |
| 5Y | +17.9% | +45.0% | -27.1% | -4.2% |
| 10Y | +574.2% | +335.7% | +238.5% | +244.0% |
| All | +574.2% | +324.0% | +250.2% | +244.0% |
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