+670.8%
STM vs NSC
+330.1%
+340.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +5.2% | -1.5% | +6.7% | +6.2% |
| 30D | -7.4% | -1.9% | -5.4% | -6.4% |
| 3M | -30.6% | +6.2% | -36.9% | -34.5% |
| 6M | +66.4% | +9.2% | +57.2% | +53.5% |
| YTD | +101.1% | +15.0% | +86.1% | +78.9% |
| 1Y | +97.4% | +21.1% | +76.3% | +70.1% |
| 3Y | +21.1% | +78.6% | -57.5% | -21.9% |
| 5Y | +22.5% | +45.9% | -23.4% | -11.0% |
| All | +670.8% | +330.1% | +340.7% | +161.9% |
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