+24.5%
NOC vs SBAC
-7.1%
+31.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | -0.3% | +3.6% | -4.0% | -0.8% |
| 30D | +14.1% | +4.9% | +9.2% | +13.3% |
| 3M | -4.6% | +6.5% | -11.1% | -5.6% |
| 6M | +0.7% | -11.1% | +11.8% | +2.0% |
| YTD | -2.6% | +0.9% | -3.5% | -3.0% |
| 1Y | -1.0% | -1.6% | +0.6% | -1.1% |
| 3Y | +24.5% | -7.0% | +31.5% | +23.6% |
| All | +24.5% | -7.1% | +31.6% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling