+1,945.0%
STM vs NSC
+3,175.6%
-1,230.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | 0.0% |
| 7D | -7.9% | -3.4% | -4.5% | -6.1% |
| 30D | -14.1% | +3.6% | -17.8% | -15.7% |
| 3M | -17.6% | -1.4% | -16.2% | -17.2% |
| 6M | -24.2% | +6.0% | -30.2% | -27.8% |
| YTD | +73.3% | +15.5% | +57.8% | +58.0% |
| 1Y | +90.1% | +16.2% | +73.9% | +72.8% |
| 3Y | +10.3% | +76.9% | -66.6% | -20.3% |
| 5Y | -5.7% | +29.3% | -35.1% | -20.5% |
| 10Y | +444.1% | +298.3% | +145.8% | +158.2% |
| All | +1,945.0% | +3,175.6% | -1,230.7% | +283.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling