+196.3%
SO vs NSC
+303.9%
-107.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +0.8% | -3.5% | +4.3% | +1.8% |
| 30D | +7.8% | +3.9% | +3.9% | +6.5% |
| 3M | +2.9% | -0.8% | +3.7% | +3.1% |
| 6M | +2.5% | +7.1% | -4.7% | 0.0% |
| YTD | +10.3% | +16.4% | -6.2% | +4.7% |
| 1Y | +6.4% | +16.9% | -10.5% | +0.8% |
| 3Y | +52.8% | +78.4% | -25.6% | +23.1% |
| 5Y | +78.7% | +33.1% | +45.6% | +56.6% |
| 10Y | +196.3% | +299.9% | -103.6% | +109.0% |
| All | +196.3% | +303.9% | -107.6% | +109.0% |
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