+59.1%
NOC vs SIRI
-41.5%
+100.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | +0.8% | +0.6% | +0.2% | +0.8% |
| 30D | -9.7% | +2.5% | -12.2% | -9.8% |
| 3M | -5.6% | +6.6% | -12.3% | -5.9% |
| 6M | -28.6% | +32.9% | -61.5% | -29.5% |
| YTD | -7.9% | +50.5% | -58.3% | -9.6% |
| 1Y | -9.5% | +28.0% | -37.5% | -10.6% |
| 3Y | +28.4% | -22.4% | +50.8% | +28.3% |
| All | +59.1% | -41.5% | +100.6% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling