+156.8%
NOC vs SGI
+318.6%
-161.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | -0.1% |
| 7D | +4.5% | -10.7% | +15.2% | +5.3% |
| 30D | +14.1% | -3.6% | +17.7% | +14.2% |
| 3M | -4.5% | -5.4% | +1.0% | -4.3% |
| 6M | -0.8% | -7.0% | +6.3% | -0.6% |
| YTD | -2.5% | -31.6% | +29.1% | -0.4% |
| 1Y | -0.1% | -33.5% | +33.4% | +2.2% |
| 3Y | +24.6% | +66.5% | -41.9% | +18.0% |
| 5Y | +65.6% | +42.2% | +23.4% | +56.6% |
| All | +156.8% | +318.6% | -161.8% | +122.3% |
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