+2,863.9%
NOC vs SBAC
+2,208.1%
+655.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.4% |
| 7D | -5.2% | -0.8% | -4.4% | -5.1% |
| 30D | -7.2% | +6.9% | -14.1% | -7.7% |
| 3M | -5.1% | -8.2% | +3.1% | -4.6% |
| 6M | -31.1% | -1.6% | -29.4% | -31.2% |
| YTD | -8.6% | -0.1% | -8.5% | -8.8% |
| 1Y | -9.7% | -0.5% | -9.3% | -10.0% |
| 3Y | +24.3% | -9.1% | +33.3% | +24.2% |
| 5Y | +52.6% | -43.8% | +96.4% | +57.0% |
| 10Y | +183.6% | +80.5% | +103.1% | +171.0% |
| All | +2,863.9% | +2,208.1% | +655.7% | +2,303.9% |
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