+144.5%
NOC vs SEI
+644.4%
-499.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -0.4% |
| 7D | +0.8% | +22.6% | -21.8% | -0.8% |
| 30D | -9.7% | +9.1% | -18.8% | -10.5% |
| 3M | -5.6% | -11.3% | +5.7% | -5.5% |
| 6M | -28.6% | +22.0% | -50.6% | -30.6% |
| YTD | -7.9% | +47.3% | -55.2% | -12.3% |
| 1Y | -9.5% | +124.8% | -134.3% | -17.5% |
| 3Y | +28.4% | +591.3% | -562.9% | -3.4% |
| 5Y | +59.0% | +1,008.2% | -949.3% | +8.8% |
| All | +144.5% | +644.4% | -499.9% | +62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling