+56.7%
NOC vs SBAC
-44.9%
+101.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.4% |
| 7D | -1.6% | +0.2% | -1.7% | -1.6% |
| 30D | -10.4% | +3.9% | -14.2% | -10.9% |
| 3M | -5.6% | -8.2% | +2.6% | -4.4% |
| 6M | -30.4% | -2.8% | -27.6% | -30.4% |
| YTD | -8.5% | -1.5% | -6.9% | -8.7% |
| 1Y | -8.3% | 0.0% | -8.4% | -8.9% |
| 3Y | +28.2% | -8.4% | +36.6% | +27.7% |
| 5Y | +56.7% | -43.5% | +100.3% | +66.7% |
| All | +56.7% | -44.9% | +101.7% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling