+698.5%
STX vs NSC
+80.6%
+617.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | +16.8% | +1.6% | +15.2% | +16.3% |
| 30D | -27.0% | +4.2% | -31.2% | -27.7% |
| 3M | -37.9% | -0.2% | -37.6% | -37.8% |
| 6M | -32.5% | +7.6% | -40.0% | -34.3% |
| YTD | +98.6% | +17.4% | +81.2% | +85.4% |
| 1Y | +93.6% | +18.3% | +75.3% | +79.9% |
| All | +698.5% | +80.6% | +617.9% | +557.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling