+189.8%
NOC vs SCCO
+1,104.1%
-914.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.8% | -2.7% | +3.4% | +1.0% |
| 30D | -9.7% | -0.7% | -9.0% | -9.8% |
| 3M | -5.6% | +8.1% | -13.7% | -7.1% |
| 6M | -28.6% | +4.1% | -32.7% | -29.7% |
| YTD | -7.9% | +41.1% | -49.0% | -13.2% |
| 1Y | -9.5% | +95.6% | -105.1% | -18.6% |
| 3Y | +28.4% | +179.3% | -150.9% | +6.5% |
| 5Y | +59.0% | +308.3% | -249.4% | +20.0% |
| All | +189.8% | +1,104.1% | -914.2% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 10y: compounded portfolio wealth divided by compounded SCCO 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…
10y analysis · Full analysis span regression · 6 months rolling