+56.7%
NOC vs SFM
+217.9%
-161.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.4% | -0.3% |
| 7D | -1.6% | -7.2% | +5.6% | -1.1% |
| 30D | -10.4% | -14.3% | +3.9% | -9.5% |
| 3M | -5.6% | -13.7% | +8.1% | -4.8% |
| 6M | -30.4% | -6.0% | -24.4% | -30.3% |
| YTD | -8.5% | -8.2% | -0.2% | -8.3% |
| 1Y | -8.3% | -46.2% | +37.9% | -5.3% |
| 3Y | +28.2% | +83.6% | -55.3% | +17.3% |
| 5Y | +56.7% | +212.7% | -156.0% | +35.4% |
| All | +56.7% | +217.9% | -161.1% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling