+3,621.5%
STX vs NSC
+324.0%
+3,297.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.4% |
| 7D | +9.6% | -2.0% | +11.6% | +10.7% |
| 30D | +10.6% | -3.2% | +13.8% | +12.2% |
| 3M | +4.8% | +3.9% | +0.9% | +2.2% |
| 6M | +137.3% | +7.8% | +129.5% | +125.8% |
| YTD | +222.5% | +13.4% | +209.1% | +197.7% |
| 1Y | +366.2% | +20.3% | +345.9% | +316.6% |
| 3Y | +1,352.9% | +76.1% | +1,276.8% | +939.8% |
| 5Y | +1,077.4% | +45.0% | +1,032.4% | +826.3% |
| 10Y | +3,621.5% | +335.7% | +3,285.8% | +1,540.7% |
| All | +3,621.5% | +324.0% | +3,297.5% | +1,540.7% |
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 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