+5,048.2%
NOC vs SIRI
-17.9%
+5,066.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | -2.7% | +4.3% | -7.0% | -2.8% |
| 30D | -8.9% | -2.8% | -6.0% | -8.8% |
| 3M | -3.7% | +5.9% | -9.6% | -3.9% |
| 6M | -30.8% | +31.9% | -62.7% | -31.4% |
| YTD | -7.9% | +48.7% | -56.6% | -9.0% |
| 1Y | -9.4% | +23.2% | -32.7% | -10.1% |
| 3Y | +29.0% | -23.9% | +52.8% | +28.9% |
| 5Y | +56.1% | -43.4% | +99.5% | +56.5% |
| 10Y | +186.3% | -13.6% | +199.9% | +184.0% |
| All | +5,048.2% | -17.9% | +5,066.1% | +4,895.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling