-9.5%
NOC vs SCHG
+13.0%
-22.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | +0.8% | -1.0% | +1.8% | +0.8% |
| 30D | -9.7% | -1.3% | -8.4% | -9.7% |
| 3M | -5.6% | +5.4% | -11.1% | -5.5% |
| 6M | -28.6% | +14.4% | -43.0% | -28.6% |
| YTD | -7.9% | +8.0% | -15.9% | -8.0% |
| 1Y | -9.5% | +12.7% | -22.3% | -10.1% |
| All | -9.5% | +13.0% | -22.5% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling