+162.0%
SO vs NSC
+324.0%
-162.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | 0.0% | -2.0% | +2.1% | +0.7% |
| 30D | -2.5% | -3.2% | +0.7% | -1.6% |
| 3M | -4.2% | +3.9% | -8.1% | -5.4% |
| 6M | -7.7% | +7.8% | -15.4% | -10.0% |
| YTD | +3.8% | +13.4% | -9.6% | -0.6% |
| 1Y | +0.1% | +20.3% | -20.3% | -6.0% |
| 3Y | +44.2% | +76.1% | -31.9% | +16.8% |
| 5Y | +57.9% | +45.0% | +12.9% | +34.0% |
| 10Y | +162.0% | +335.7% | -173.7% | +76.0% |
| All | +162.0% | +324.0% | -162.0% | +76.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling