+62,613.0%
SU vs NSC
+5,582.3%
+57,030.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +2.2% | -2.8% | +5.0% | +3.1% |
| 30D | +8.4% | -4.5% | +13.0% | +9.9% |
| 3M | +12.1% | +3.5% | +8.5% | +10.7% |
| 6M | +19.7% | +8.5% | +11.1% | +16.0% |
| YTD | +58.4% | +12.3% | +46.1% | +51.6% |
| 1Y | +67.2% | +18.9% | +48.3% | +57.1% |
| 3Y | +125.0% | +74.1% | +50.9% | +84.1% |
| 5Y | +355.1% | +43.9% | +311.1% | +294.0% |
| 10Y | +263.7% | +331.6% | -68.0% | +136.4% |
| All | +62,613.0% | +5,582.3% | +57,030.6% | +31,183.7% |
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