+54.2%
SO vs NSC
+77.8%
-23.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | 0.0% |
| 7D | -0.1% | -3.4% | +3.3% | +0.4% |
| 30D | +8.7% | +3.6% | +5.1% | +8.1% |
| 3M | +3.4% | -1.4% | +4.8% | +3.5% |
| 6M | +3.7% | +6.0% | -2.2% | +2.7% |
| YTD | +10.0% | +15.5% | -5.5% | +7.6% |
| 1Y | +6.6% | +16.2% | -9.6% | +4.2% |
| All | +54.2% | +77.8% | -23.6% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling