+1,864.8%
NOC vs SGI
+2,083.6%
-218.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | -5.2% | +8.5% | -13.7% | -6.0% |
| 30D | -7.2% | +0.7% | -7.9% | -7.4% |
| 3M | -5.1% | +0.6% | -5.7% | -5.4% |
| 6M | -31.1% | -17.9% | -13.1% | -30.0% |
| YTD | -8.6% | -21.2% | +12.6% | -6.9% |
| 1Y | -9.7% | -18.9% | +9.1% | -8.5% |
| 3Y | +24.3% | +52.6% | -28.4% | +16.2% |
| 5Y | +52.6% | +60.7% | -8.1% | +38.9% |
| 10Y | +183.6% | +278.1% | -94.5% | +118.9% |
| All | +1,864.8% | +2,083.6% | -218.8% | +918.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling