+86.2%
SU vs NSC
+24.4%
+61.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.5% | -4.5% |
| 7D | -7.1% | +1.8% | -8.9% | -7.1% |
| 30D | +4.8% | +8.8% | -4.1% | +4.3% |
| 3M | +12.5% | +1.2% | +11.3% | +12.2% |
| 6M | +6.5% | +11.3% | -4.9% | +6.1% |
| YTD | +65.8% | +20.7% | +45.1% | +64.5% |
| 1Y | +86.2% | +23.4% | +62.8% | +87.3% |
| All | +86.2% | +24.4% | +61.8% | +87.3% |
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