-63.2%
SPCH vs NSC
+10.0%
-73.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.9% | -8.5% | -7.0% |
| 7D | -13.4% | +1.8% | -15.2% | -12.5% |
| 30D | -39.6% | +8.8% | -48.5% | -37.3% |
| 3M | -1.4% | +1.2% | -2.7% | -1.4% |
| All | -63.2% | +10.0% | -73.2% | -63.3% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling