-9.2%
STM vs NSC
+27.3%
-36.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.8% | +4.9% | +5.7% |
| 7D | -5.6% | -5.4% | -0.2% | -2.4% |
| 30D | -14.4% | +2.9% | -17.4% | -15.8% |
| 3M | -20.5% | -2.2% | -18.3% | -19.6% |
| 6M | -24.5% | +5.3% | -29.8% | -28.6% |
| YTD | +72.7% | +14.8% | +57.9% | +54.4% |
| 1Y | +91.0% | +16.6% | +74.5% | +69.2% |
| 3Y | +13.5% | +78.6% | -65.1% | -25.3% |
| 5Y | -9.2% | +27.2% | -36.4% | -29.6% |
| All | -9.2% | +27.3% | -36.5% | -29.6% |
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