+638.8%
NOC vs SFM
+46.8%
+592.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -2.0% | -0.5% |
| 7D | +4.5% | -0.4% | +5.0% | +4.6% |
| 30D | +14.1% | -19.2% | +33.3% | +15.8% |
| 3M | -4.5% | -40.3% | +35.9% | -0.2% |
| 6M | -0.8% | -40.9% | +40.1% | +3.5% |
| YTD | -2.5% | -35.5% | +33.0% | +0.5% |
| 1Y | -0.1% | -37.4% | +37.3% | +3.3% |
| 3Y | +24.6% | +25.5% | -0.9% | +15.9% |
| 5Y | +65.6% | +113.0% | -47.4% | +41.7% |
| 10Y | +160.5% | +136.3% | +24.2% | +112.1% |
| All | +638.8% | +46.8% | +592.0% | +519.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling