+73.0%
XLF vs NSC
+75.0%
-2.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.9% | -1.4% | -1.5% | -2.4% |
| 30D | -1.6% | -3.4% | +1.8% | -0.5% |
| 3M | +9.3% | +5.1% | +4.2% | +7.2% |
| 6M | +14.6% | +9.2% | +5.4% | +10.5% |
| YTD | +4.7% | +13.4% | -8.7% | -0.6% |
| 1Y | +8.6% | +20.8% | -12.2% | +0.7% |
| All | +73.0% | +75.0% | -2.0% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling