+136.0%
XLC vs NSC
+155.7%
-19.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.7% |
| 7D | +3.7% | +2.5% | +1.2% | +2.7% |
| 30D | -1.9% | +1.7% | -3.6% | -2.7% |
| 3M | -3.1% | -2.6% | -0.6% | -2.4% |
| 6M | -6.4% | +6.4% | -12.8% | -9.3% |
| YTD | -6.8% | +15.5% | -22.3% | -13.0% |
| 1Y | -1.7% | +17.6% | -19.3% | -8.9% |
| 3Y | +64.7% | +75.0% | -10.3% | +25.8% |
| 5Y | +41.1% | +32.2% | +8.9% | +20.0% |
| All | +136.0% | +155.7% | -19.7% | +40.1% |
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