+0.3%
NOC vs SBAC
-2.9%
+3.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | +4.8% | +0.6% | +4.2% | +4.8% |
| 30D | +11.0% | +5.5% | +5.6% | +10.3% |
| 3M | -3.8% | +3.1% | -6.9% | -4.3% |
| 6M | +0.6% | -7.0% | +7.7% | +1.4% |
| YTD | -2.3% | +0.5% | -2.8% | -0.2% |
| 1Y | +0.3% | +0.2% | 0.0% | +2.6% |
| All | +0.3% | -2.9% | +3.2% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling