+28.4%
NOC vs SEI
+560.9%
-532.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.2% | +5.9% | +0.7% |
| 7D | -1.8% | +20.7% | -22.4% | -1.9% |
| 30D | -9.4% | +9.1% | -18.6% | -9.5% |
| 3M | -3.8% | -6.0% | +2.2% | -4.0% |
| 6M | -28.8% | +18.9% | -47.7% | -29.1% |
| YTD | -7.9% | +40.1% | -48.0% | -8.5% |
| 1Y | -9.0% | +120.6% | -129.7% | -10.1% |
| All | +28.4% | +560.9% | -532.5% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling