+265.2%
SU vs NSC
+332.1%
-66.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.4% |
| 7D | +2.2% | -2.8% | +5.0% | +3.7% |
| 30D | +8.4% | -4.5% | +13.0% | +10.9% |
| 3M | +12.1% | +3.5% | +8.5% | +9.6% |
| 6M | +19.7% | +8.5% | +11.1% | +13.1% |
| YTD | +58.4% | +12.3% | +46.1% | +46.4% |
| 1Y | +67.2% | +18.9% | +48.3% | +49.4% |
| 3Y | +125.0% | +74.1% | +50.9% | +52.7% |
| 5Y | +355.1% | +43.9% | +311.1% | +240.2% |
| All | +265.2% | +332.1% | -66.9% | +65.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling