+22,742.0%
SYK vs NSC
+5,582.3%
+17,159.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.3% |
| 7D | -9.1% | -2.8% | -6.3% | -8.3% |
| 30D | -20.6% | -4.5% | -16.1% | -19.5% |
| 3M | -9.6% | +3.5% | -13.1% | -10.6% |
| 6M | -19.9% | +8.5% | -28.4% | -22.1% |
| YTD | -21.2% | +12.3% | -33.5% | -24.2% |
| 1Y | -28.4% | +18.9% | -47.3% | -32.4% |
| 3Y | -5.3% | +74.1% | -79.5% | -21.8% |
| 5Y | +6.0% | +43.9% | -37.9% | -7.5% |
| 10Y | +178.4% | +331.6% | -153.2% | +76.3% |
| All | +22,742.0% | +5,582.3% | +17,159.7% | +5,514.6% |
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