+6,277.0%
SO vs NSC
+5,836.8%
+440.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -0.9% | +1.6% | -2.6% | -1.2% |
| 30D | +4.9% | +4.2% | +0.8% | +4.1% |
| 3M | +0.8% | -0.2% | +1.0% | +0.8% |
| 6M | +0.6% | +7.6% | -7.0% | -0.9% |
| YTD | +8.7% | +17.4% | -8.7% | +5.1% |
| 1Y | +4.0% | +18.3% | -14.3% | +0.4% |
| 3Y | +50.6% | +79.8% | -29.2% | +32.8% |
| 5Y | +77.5% | +34.3% | +43.2% | +64.1% |
| 10Y | +192.0% | +303.1% | -111.1% | +119.6% |
| All | +6,277.0% | +5,836.8% | +440.2% | +2,448.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling