-9.7%
NOC vs SITM
+174.8%
-184.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.5% | -9.1% | -2.4% |
| 7D | -5.2% | +9.7% | -14.9% | -5.0% |
| 30D | -7.2% | +12.7% | -19.9% | -7.0% |
| 3M | -5.1% | -13.4% | +8.3% | -5.4% |
| 6M | -31.1% | +59.6% | -90.7% | -32.1% |
| YTD | -8.6% | +73.3% | -81.9% | -10.4% |
| 1Y | -9.7% | +165.5% | -175.3% | -10.7% |
| All | -9.7% | +174.8% | -184.5% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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