+4,255.7%
SYY vs NSC
+5,718.1%
-1,462.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -2.8% | -1.5% | -1.3% | -2.3% |
| 30D | -5.3% | -1.9% | -3.4% | -4.7% |
| 3M | +5.1% | +6.2% | -1.1% | +2.8% |
| 6M | -5.0% | +9.2% | -14.2% | -8.1% |
| YTD | +10.7% | +15.0% | -4.3% | +5.3% |
| 1Y | +0.7% | +21.1% | -20.4% | -5.8% |
| 3Y | +24.0% | +78.6% | -54.6% | +0.9% |
| 5Y | +19.3% | +45.9% | -26.6% | +2.4% |
| 10Y | +96.4% | +326.9% | -230.5% | +24.1% |
| All | +4,255.7% | +5,718.1% | -1,462.4% | +766.9% |
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