+82.0%
SPY vs NSC
+44.4%
+37.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | -1.4% | -0.6% | -1.5% |
| 30D | -1.7% | -3.4% | +1.7% | -0.5% |
| 3M | +4.7% | +5.1% | -0.3% | +2.5% |
| 6M | +12.5% | +9.2% | +3.3% | +8.0% |
| YTD | +11.7% | +13.4% | -1.7% | +5.5% |
| 1Y | +17.5% | +20.8% | -3.3% | +8.1% |
| 3Y | +76.6% | +76.1% | +0.5% | +34.2% |
| 5Y | +82.0% | +45.3% | +36.8% | +49.1% |
| All | +82.0% | +44.4% | +37.7% | +49.1% |
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