+58.7%
SO vs NSC
+46.6%
+12.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +1.0% | -1.5% | +2.5% | +1.3% |
| 30D | -3.2% | -1.9% | -1.3% | -2.8% |
| 3M | -1.7% | +6.2% | -7.9% | -3.1% |
| 6M | -7.2% | +9.2% | -16.4% | -9.1% |
| YTD | +4.6% | +15.0% | -10.5% | +1.1% |
| 1Y | +1.2% | +21.1% | -19.9% | -3.3% |
| 3Y | +45.3% | +78.6% | -33.3% | +23.4% |
| 5Y | +58.7% | +45.9% | +12.8% | +38.2% |
| All | +58.7% | +46.6% | +12.1% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling