+189.8%
NOC vs SCHG
+459.0%
-269.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +0.8% | -1.0% | +1.8% | +1.1% |
| 30D | -9.7% | -1.3% | -8.4% | -9.4% |
| 3M | -5.6% | +5.4% | -11.1% | -7.3% |
| 6M | -28.6% | +14.4% | -43.0% | -31.7% |
| YTD | -7.9% | +8.0% | -15.9% | -10.4% |
| 1Y | -9.5% | +12.7% | -22.3% | -13.4% |
| 3Y | +28.4% | +85.6% | -57.2% | -0.4% |
| 5Y | +59.0% | +85.5% | -26.6% | +20.9% |
| All | +189.8% | +459.0% | -269.2% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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