+144.3%
NOC vs SEI
+606.2%
-461.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +16.3% | -15.6% | -0.5% |
| 7D | -2.7% | +28.8% | -31.5% | -4.6% |
| 30D | -8.9% | +10.4% | -19.2% | -9.7% |
| 3M | -3.7% | -11.4% | +7.8% | -3.6% |
| 6M | -30.8% | +31.2% | -62.0% | -33.2% |
| YTD | -7.9% | +39.7% | -47.7% | -12.0% |
| 1Y | -9.4% | +149.0% | -158.4% | -18.2% |
| 3Y | +29.0% | +560.2% | -531.2% | -2.7% |
| 5Y | +56.1% | +955.7% | -899.6% | +7.2% |
| All | +144.3% | +606.2% | -461.9% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling