+1,383.2%
STX vs NSC
+77.9%
+1,305.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.5% | +7.0% | +6.6% |
| 7D | +10.7% | -1.5% | +12.3% | +11.2% |
| 30D | +11.3% | -1.9% | +13.2% | +11.8% |
| 3M | +3.2% | +6.2% | -3.0% | +0.9% |
| 6M | +157.0% | +9.2% | +147.8% | +147.4% |
| YTD | +229.2% | +15.0% | +214.2% | +209.1% |
| 1Y | +381.8% | +21.1% | +360.8% | +341.7% |
| 3Y | +1,383.2% | +78.6% | +1,304.6% | +1,089.4% |
| All | +1,383.2% | +77.9% | +1,305.3% | +1,089.4% |
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