+157.4%
NOC vs SGI
+319.5%
-162.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +4.8% | -5.3% | +10.2% | +5.2% |
| 30D | +11.0% | -2.1% | +13.1% | +11.1% |
| 3M | -3.8% | -8.2% | +4.4% | -3.4% |
| 6M | +0.6% | -4.6% | +5.2% | +0.6% |
| YTD | -2.3% | -31.5% | +29.2% | -0.2% |
| 1Y | +0.3% | -30.8% | +31.1% | +2.3% |
| 3Y | +24.6% | +67.2% | -42.6% | +17.9% |
| 5Y | +66.0% | +42.5% | +23.5% | +56.9% |
| All | +157.4% | +319.5% | -162.1% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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