+59.1%
NOC vs SCHG
+84.3%
-25.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.6% |
| 3M | -5.6% | +5.4% | -11.1% | -5.9% |
| 6M | -28.6% | +14.4% | -43.0% | -29.2% |
| YTD | -7.9% | +8.0% | -15.9% | -8.3% |
| 1Y | -9.5% | +12.7% | -22.3% | -10.3% |
| 3Y | +28.4% | +85.6% | -57.2% | +19.8% |
| All | +59.1% | +84.3% | -25.2% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling