+100.8%
STM vs NSC
+19.4%
+81.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | +1.7% | -2.0% | +3.7% | +2.2% |
| 30D | -5.2% | -3.2% | -2.0% | -4.5% |
| 3M | -29.6% | +3.9% | -33.5% | -33.0% |
| 6M | +54.4% | +7.8% | +46.6% | +38.4% |
| YTD | +99.5% | +13.4% | +86.1% | +70.6% |
| 1Y | +100.8% | +20.3% | +80.4% | +60.5% |
| All | +100.8% | +19.4% | +81.3% | +60.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling