+66.7%
SNXX vs NSC
+20.7%
+46.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.9% | -16.7% | -14.9% |
| 7D | -47.8% | +1.8% | -49.6% | -46.8% |
| 30D | -66.0% | +8.8% | -74.8% | -63.4% |
| 3M | -57.5% | +1.2% | -58.7% | -56.3% |
| 6M | -66.7% | +11.3% | -78.1% | -61.7% |
| All | +66.7% | +20.7% | +46.0% | +183.6% |
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