+307.8%
SPY vs NSC
+296.2%
+11.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.3% |
| 7D | +2.6% | +2.5% | +0.1% | +1.5% |
| 30D | -2.0% | +1.7% | -3.7% | -2.7% |
| 3M | -2.8% | -2.6% | -0.2% | -1.9% |
| 6M | +2.1% | +6.4% | -4.3% | -1.2% |
| YTD | +11.5% | +15.5% | -4.0% | +3.6% |
| 1Y | +13.5% | +17.6% | -4.1% | +4.5% |
| 3Y | +77.7% | +75.0% | +2.7% | +33.3% |
| 5Y | +72.6% | +32.2% | +40.4% | +45.2% |
| All | +307.8% | +296.2% | +11.6% | +121.5% |
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