+189.8%
NOC vs SFM
+268.6%
-78.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | -1.8% | -8.8% | +7.0% | -0.9% |
| 30D | -9.4% | -14.5% | +5.0% | -8.1% |
| 3M | -3.8% | -16.8% | +13.0% | -2.3% |
| 6M | -28.8% | -5.3% | -23.4% | -28.7% |
| YTD | -7.9% | -9.4% | +1.5% | -7.5% |
| 1Y | -9.0% | -46.2% | +37.1% | -4.1% |
| 3Y | +29.1% | +81.3% | -52.2% | +15.0% |
| 5Y | +58.9% | +211.9% | -152.9% | +28.6% |
| All | +189.8% | +268.6% | -78.7% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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