+664.5%
STM vs NSC
+324.0%
+340.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | +0.1% |
| 7D | +1.7% | -2.0% | +3.7% | +3.0% |
| 30D | -5.2% | -3.2% | -2.0% | -3.3% |
| 3M | -29.6% | +3.9% | -33.5% | -32.6% |
| 6M | +54.4% | +7.8% | +46.6% | +43.6% |
| YTD | +99.5% | +13.4% | +86.1% | +79.1% |
| 1Y | +100.8% | +20.3% | +80.4% | +73.7% |
| 3Y | +20.2% | +76.1% | -55.9% | -21.8% |
| 5Y | +21.1% | +45.0% | -23.9% | -11.7% |
| 10Y | +664.5% | +335.7% | +328.8% | +162.1% |
| All | +664.5% | +324.0% | +340.5% | +162.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling