+23.1%
STM vs NSC
+47.3%
-24.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.6% |
| 7D | +5.8% | -5.5% | +11.3% | +9.2% |
| 30D | -1.0% | -3.2% | +2.2% | +0.6% |
| 3M | -33.3% | +7.7% | -40.9% | -37.5% |
| 6M | +57.4% | +4.5% | +52.8% | +50.0% |
| YTD | +102.2% | +15.6% | +86.6% | +80.4% |
| 1Y | +99.6% | +19.8% | +79.8% | +74.5% |
| 3Y | +14.5% | +70.1% | -55.6% | -21.8% |
| All | +23.1% | +47.3% | -24.2% | -5.2% |
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