+5,680.3%
SNPS vs NSC
+3,553.6%
+2,126.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.1% |
| 7D | +1.1% | +2.5% | -1.4% | +0.2% |
| 30D | -5.2% | +1.7% | -6.9% | -5.8% |
| 3M | +10.6% | -2.6% | +13.1% | +11.2% |
| 6M | -10.6% | +6.4% | -17.0% | -13.0% |
| YTD | -3.1% | +15.5% | -18.6% | -8.8% |
| 1Y | +15.6% | +17.6% | -2.0% | +8.0% |
| 3Y | -12.9% | +75.0% | -87.9% | -29.6% |
| 5Y | +31.2% | +32.2% | -1.0% | +15.8% |
| 10Y | +663.4% | +296.6% | +366.8% | +357.8% |
| All | +5,680.3% | +3,553.6% | +2,126.7% | +1,234.3% |
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