+3,060.4%
NOC vs SBAC
+2,188.2%
+872.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.2% |
| 7D | +4.5% | -2.7% | +7.3% | +4.8% |
| 30D | +14.1% | +3.3% | +10.8% | +13.8% |
| 3M | -4.5% | +3.3% | -7.7% | -4.8% |
| 6M | -0.8% | -10.9% | +10.2% | -0.1% |
| YTD | -2.5% | -1.0% | -1.5% | -2.8% |
| 1Y | -0.1% | -4.5% | +4.4% | -0.1% |
| 3Y | +24.6% | -8.7% | +33.4% | +24.5% |
| 5Y | +65.6% | -40.6% | +106.2% | +69.7% |
| 10Y | +160.5% | +109.4% | +51.1% | +146.9% |
| All | +3,060.4% | +2,188.2% | +872.2% | +2,462.5% |
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