+9,929.9%
STX vs NSC
+2,657.2%
+7,272.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.3% |
| 7D | +14.6% | +2.5% | +12.1% | +13.3% |
| 30D | -26.0% | +1.7% | -27.7% | -26.5% |
| 3M | -42.6% | -2.6% | -40.1% | -42.0% |
| 6M | -35.3% | +6.4% | -41.7% | -38.1% |
| YTD | +92.5% | +15.5% | +77.0% | +74.8% |
| 1Y | +102.4% | +17.6% | +84.8% | +81.9% |
| 3Y | +673.8% | +75.0% | +598.9% | +450.1% |
| 5Y | +463.1% | +32.2% | +430.9% | +360.9% |
| 10Y | +2,014.6% | +296.6% | +1,718.0% | +794.3% |
| All | +9,929.9% | +2,657.2% | +7,272.6% | +1,480.0% |
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 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