+29.0%
NOC vs SAN
+356.8%
-327.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -2.7% | +3.3% | -6.0% | -2.7% |
| 30D | -8.9% | +1.1% | -9.9% | -8.8% |
| 3M | -3.7% | +22.2% | -25.9% | -3.5% |
| 6M | -30.8% | +36.0% | -66.8% | -30.3% |
| YTD | -7.9% | +28.2% | -36.2% | -7.6% |
| 1Y | -9.4% | +54.1% | -63.6% | -8.9% |
| 3Y | +29.0% | +354.2% | -325.3% | +30.9% |
| All | +29.0% | +356.8% | -327.8% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling