+4,901.1%
SNPS vs NSC
+3,556.1%
+1,345.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.6% |
| 7D | -11.0% | -5.5% | -5.5% | -9.3% |
| 30D | -1.7% | -3.2% | +1.5% | -0.8% |
| 3M | -20.4% | +7.7% | -28.0% | -22.7% |
| 6M | -8.6% | +4.5% | -13.1% | -10.6% |
| YTD | -16.2% | +15.6% | -31.7% | -20.9% |
| 1Y | -34.6% | +19.8% | -54.4% | -39.0% |
| 3Y | -14.5% | +70.1% | -84.6% | -30.2% |
| 5Y | +17.0% | +46.1% | -29.1% | 0.0% |
| 10Y | +560.0% | +328.1% | +231.9% | +287.0% |
| All | +4,901.1% | +3,556.1% | +1,345.0% | +1,056.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling