+16.5%
SNPS vs NSC
+46.6%
-30.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -5.5% | -1.5% | -4.0% | -4.9% |
| 30D | -5.8% | -1.9% | -3.8% | -5.2% |
| 3M | -17.2% | +6.2% | -23.4% | -19.8% |
| 6M | -10.4% | +9.2% | -19.6% | -14.4% |
| YTD | -16.5% | +15.0% | -31.6% | -22.5% |
| 1Y | -35.6% | +21.1% | -56.7% | -41.6% |
| 3Y | -14.6% | +78.6% | -93.2% | -37.6% |
| 5Y | +16.5% | +45.9% | -29.4% | -5.2% |
| All | +16.5% | +46.6% | -30.2% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling