+189.3%
NOC vs SAN
+329.5%
-140.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | -10.4% | -0.1% | -10.3% | -10.4% |
| 3M | -5.6% | +19.6% | -25.2% | -8.0% |
| 6M | -30.4% | +32.7% | -63.1% | -33.3% |
| YTD | -8.5% | +26.7% | -35.2% | -12.1% |
| 1Y | -8.3% | +51.6% | -60.0% | -14.4% |
| 3Y | +28.2% | +348.7% | -320.5% | -1.3% |
| 5Y | +56.7% | +378.7% | -322.0% | +15.8% |
| 10Y | +189.3% | +336.9% | -147.6% | +115.2% |
| All | +189.3% | +329.5% | -140.2% | +115.2% |
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