+15,768.4%
NOC vs SAN
+2,116.5%
+13,652.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | -5.2% | +1.8% | -7.0% | -5.5% |
| 30D | -7.2% | +2.0% | -9.2% | -7.6% |
| 3M | -5.1% | +19.7% | -24.8% | -8.2% |
| 6M | -31.1% | +30.6% | -61.7% | -34.5% |
| YTD | -8.6% | +28.8% | -37.4% | -13.3% |
| 1Y | -9.7% | +57.8% | -67.5% | -17.5% |
| 3Y | +24.3% | +338.1% | -313.8% | -7.1% |
| 5Y | +52.6% | +384.2% | -331.6% | +8.9% |
| 10Y | +183.6% | +353.1% | -169.6% | +95.4% |
| All | +15,768.4% | +2,116.5% | +13,652.0% | +7,053.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling