+16,804.7%
NOC vs SAN
+1,787.7%
+15,017.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | -0.3% | +10.8% | -11.1% | -2.1% |
| 30D | +14.1% | -5.7% | +19.9% | +15.0% |
| 3M | -4.6% | -13.4% | +8.8% | -2.6% |
| 6M | +0.7% | +3.5% | -2.8% | -0.4% |
| YTD | -2.6% | +9.7% | -12.4% | -5.3% |
| 1Y | -1.0% | +20.9% | -21.8% | -5.4% |
| 3Y | +24.5% | +254.3% | -229.8% | -3.5% |
| 5Y | +64.3% | +304.2% | -239.9% | +20.9% |
| 10Y | +162.8% | +260.2% | -97.5% | +88.2% |
| All | +16,804.7% | +1,787.7% | +15,017.0% | +7,709.2% |
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 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