+28.4%
NOC vs SCCO
+178.0%
-149.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.2% | +7.9% | +0.9% |
| 7D | -1.8% | -2.7% | +0.9% | -1.7% |
| 30D | -9.4% | -0.2% | -9.3% | -9.5% |
| 3M | -3.8% | +17.8% | -21.6% | -4.8% |
| 6M | -28.8% | +2.3% | -31.0% | -29.1% |
| YTD | -7.9% | +41.6% | -49.5% | -9.2% |
| 1Y | -9.0% | +101.9% | -110.9% | -10.6% |
| All | +28.4% | +178.0% | -149.6% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling