+338.3%
SU vs NSC
+42.7%
+295.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | +2.2% | -2.8% | +5.0% | +3.2% |
| 30D | +8.4% | -4.5% | +13.0% | +10.1% |
| 3M | +12.1% | +3.5% | +8.5% | +10.4% |
| 6M | +19.7% | +8.5% | +11.1% | +15.2% |
| YTD | +58.4% | +12.3% | +46.1% | +50.1% |
| 1Y | +67.2% | +18.9% | +48.3% | +54.8% |
| 3Y | +125.0% | +74.1% | +50.9% | +67.6% |
| All | +338.3% | +42.7% | +295.6% | +250.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling