+28.4%
NOC vs SIRI
-23.3%
+51.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.6% |
| 7D | -1.8% | -3.0% | +1.2% | -1.7% |
| 30D | -9.4% | +1.3% | -10.7% | -9.5% |
| 3M | -3.8% | +5.6% | -9.5% | -4.0% |
| 6M | -28.8% | +35.2% | -63.9% | -29.1% |
| YTD | -7.9% | +49.1% | -56.9% | -8.5% |
| 1Y | -9.0% | +26.8% | -35.8% | -9.5% |
| All | +28.4% | -23.3% | +51.7% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling