+24.7%
NOC vs SGI
+72.0%
-47.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | +4.9% | -10.5% | +15.4% | +5.2% |
| 30D | +13.6% | +0.1% | +13.5% | +13.5% |
| 3M | -3.9% | -4.0% | +0.1% | -3.9% |
| 6M | +1.4% | -5.6% | +7.0% | +1.4% |
| YTD | -2.2% | -29.5% | +27.3% | -1.4% |
| 1Y | -1.2% | -31.5% | +30.3% | -0.3% |
| All | +24.7% | +72.0% | -47.2% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling