+3,094.0%
SPY vs NSC
+3,361.0%
-267.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +0.1% | -5.5% | +5.6% | +2.1% |
| 30D | +0.1% | -3.2% | +3.3% | +1.1% |
| 3M | +2.0% | +7.7% | -5.7% | -1.0% |
| 6M | +13.0% | +4.5% | +8.5% | +10.5% |
| YTD | +13.5% | +15.6% | -2.0% | +7.0% |
| 1Y | +20.0% | +19.8% | +0.1% | +11.4% |
| 3Y | +77.2% | +70.1% | +7.1% | +42.4% |
| 5Y | +81.9% | +46.1% | +35.8% | +53.0% |
| 10Y | +314.1% | +328.1% | -14.0% | +132.5% |
| All | +3,094.0% | +3,361.0% | -267.0% | +742.4% |
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