+412.9%
XLF vs NSC
+1,853.5%
-1,440.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.3% |
| 7D | -1.0% | -2.0% | +1.0% | 0.0% |
| 30D | -1.3% | -3.2% | +1.9% | +0.2% |
| 3M | +9.1% | +3.9% | +5.2% | +6.7% |
| 6M | +14.4% | +7.8% | +6.6% | +9.2% |
| YTD | +5.1% | +13.4% | -8.3% | -2.3% |
| 1Y | +8.6% | +20.3% | -11.7% | -2.0% |
| 3Y | +74.4% | +76.1% | -1.6% | +26.7% |
| 5Y | +64.4% | +45.0% | +19.4% | +29.7% |
| 10Y | +251.6% | +335.7% | -84.1% | +58.2% |
| All | +412.9% | +1,853.5% | -1,440.6% | +19.6% |
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