+3,057.4%
NOC vs SBAC
+2,232.4%
+825.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | -0.3% | +3.6% | -4.0% | -0.6% |
| 30D | +14.1% | +4.9% | +9.2% | +13.7% |
| 3M | -4.6% | +6.5% | -11.1% | -5.2% |
| 6M | +0.7% | -11.1% | +11.8% | +1.4% |
| YTD | -2.6% | +0.9% | -3.5% | -3.1% |
| 1Y | -1.0% | -1.6% | +0.6% | -1.2% |
| 3Y | +24.5% | -7.0% | +31.5% | +24.2% |
| 5Y | +64.3% | -39.2% | +103.5% | +68.1% |
| 10Y | +162.8% | +111.4% | +51.4% | +148.8% |
| All | +3,057.4% | +2,232.4% | +825.0% | +2,456.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling