+157.4%
NOC vs SAN
+270.1%
-112.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | +0.1% |
| 7D | +4.8% | +4.0% | +0.8% | +4.3% |
| 30D | +11.0% | -7.8% | +18.9% | +12.1% |
| 3M | -3.8% | -16.4% | +12.6% | -1.7% |
| 6M | +0.6% | +3.5% | -2.9% | -0.3% |
| YTD | -2.3% | +6.7% | -9.0% | -4.1% |
| 1Y | +0.3% | +14.5% | -14.2% | -2.7% |
| 3Y | +24.6% | +243.5% | -218.9% | -0.4% |
| 5Y | +66.0% | +296.2% | -230.2% | +25.7% |
| All | +157.4% | +270.1% | -112.7% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling