+16,860.8%
NOC vs SAN
+1,735.1%
+15,125.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | +0.1% |
| 7D | +4.8% | +4.0% | +0.8% | +4.1% |
| 30D | +11.0% | -7.8% | +18.9% | +12.3% |
| 3M | -3.8% | -16.4% | +12.6% | -1.2% |
| 6M | +0.6% | +3.5% | -2.9% | -0.5% |
| YTD | -2.3% | +6.7% | -9.0% | -4.6% |
| 1Y | +0.3% | +14.5% | -14.2% | -3.3% |
| 3Y | +24.6% | +243.5% | -218.9% | -2.9% |
| 5Y | +66.0% | +296.2% | -230.2% | +22.5% |
| 10Y | +161.2% | +268.5% | -107.3% | +86.2% |
| All | +16,860.8% | +1,735.1% | +15,125.7% | +7,772.1% |
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