+22.7%
SYY vs NSC
+44.4%
-21.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +1.5% | -1.4% | +2.9% | +2.0% |
| 30D | -2.3% | -3.4% | +1.1% | -1.3% |
| 3M | +5.5% | +5.1% | +0.4% | +3.5% |
| 6M | -1.0% | +9.2% | -10.2% | -4.5% |
| YTD | +14.1% | +13.4% | +0.7% | +8.6% |
| 1Y | +5.6% | +20.8% | -15.2% | -1.8% |
| 3Y | +27.9% | +76.1% | -48.2% | +1.3% |
| 5Y | +22.7% | +45.3% | -22.6% | +4.2% |
| All | +22.7% | +44.4% | -21.6% | +4.2% |
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 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