+1,319.5%
NOC vs SCHG
+1,132.2%
+187.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | +0.8% | -1.0% | +1.8% | +1.3% |
| 30D | -9.7% | -1.3% | -8.4% | -9.2% |
| 3M | -5.6% | +5.4% | -11.1% | -8.1% |
| 6M | -28.6% | +14.4% | -43.0% | -33.2% |
| YTD | -7.9% | +8.0% | -15.9% | -11.7% |
| 1Y | -9.5% | +12.7% | -22.3% | -15.2% |
| 3Y | +28.4% | +85.6% | -57.2% | -10.7% |
| 5Y | +59.0% | +85.5% | -26.6% | +6.4% |
| 10Y | +191.3% | +456.0% | -264.8% | -22.3% |
| All | +1,319.5% | +1,132.2% | +187.3% | +87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling