+2.4%
SNPS vs NSC
+20.8%
-18.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -4.6% | -1.4% | -3.2% | -4.6% |
| 30D | -3.3% | -3.4% | 0.0% | -3.5% |
| 3M | -13.8% | +5.1% | -18.8% | -14.7% |
| 6M | -8.2% | +9.2% | -17.4% | -9.0% |
| YTD | -15.4% | +13.4% | -28.9% | -17.2% |
| 1Y | +2.4% | +20.8% | -18.4% | -11.1% |
| All | +2.4% | +20.8% | -18.3% | -11.1% |
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