-9.7%
NOC vs SEI
+105.8%
-115.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.4% | -6.0% | -2.5% |
| 7D | -5.2% | +10.2% | -15.4% | -5.2% |
| 30D | -7.2% | -1.0% | -6.2% | -7.2% |
| 3M | -5.1% | -27.9% | +22.8% | -5.1% |
| 6M | -31.1% | +10.4% | -41.5% | -32.0% |
| YTD | -8.6% | +20.1% | -28.7% | -10.2% |
| 1Y | -9.7% | +109.7% | -119.5% | -11.4% |
| All | -9.7% | +105.8% | -115.6% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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