+167.6%
SYK vs NSC
+336.2%
-168.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -12.3% | -1.4% | -10.9% | -11.8% |
| 30D | -22.4% | -3.4% | -19.1% | -21.2% |
| 3M | -12.3% | +5.1% | -17.4% | -14.4% |
| 6M | -24.3% | +9.2% | -33.5% | -27.7% |
| YTD | -22.8% | +13.4% | -36.2% | -27.6% |
| 1Y | -28.8% | +20.8% | -49.6% | -35.3% |
| 3Y | -4.0% | +76.1% | -80.1% | -29.8% |
| 5Y | +3.8% | +45.3% | -41.4% | -17.3% |
| All | +167.6% | +336.2% | -168.6% | +38.3% |
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 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