-7.5%
NOC vs SIRI
+59.9%
-67.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +8.4% | -13.0% | -4.6% |
| 7D | -5.0% | +22.3% | -27.2% | -5.6% |
| 30D | +10.3% | +26.9% | -16.6% | +9.4% |
| 3M | -4.3% | +9.6% | -13.9% | -4.6% |
| 6M | -6.5% | +27.2% | -33.7% | -7.6% |
| YTD | -6.7% | +72.4% | -79.1% | -9.6% |
| 1Y | -7.5% | +59.9% | -67.4% | -10.7% |
| All | -7.5% | +59.9% | -67.3% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 1y: compounded portfolio wealth divided by compounded SIRI 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…
1y analysis · Full analysis span regression · 6 months rolling