+366.2%
STX vs NSC
+19.4%
+346.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -2.3% |
| 7D | +9.6% | -2.0% | +11.6% | +9.1% |
| 30D | +10.6% | -3.2% | +13.8% | +9.9% |
| 3M | +4.8% | +3.9% | +0.9% | +5.9% |
| 6M | +137.3% | +7.8% | +129.5% | +140.0% |
| YTD | +222.5% | +13.4% | +209.1% | +227.0% |
| 1Y | +366.2% | +20.3% | +345.9% | +338.7% |
| All | +366.2% | +19.4% | +346.8% | +338.7% |
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 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