+64.8%
NOC vs SITM
+4,507.3%
-4,442.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.7% |
| 7D | -2.7% | +8.4% | -11.0% | -2.8% |
| 30D | -8.9% | -17.4% | +8.6% | -8.6% |
| 3M | -3.7% | -9.8% | +6.2% | -3.8% |
| 6M | -30.8% | +83.0% | -113.8% | -32.0% |
| YTD | -7.9% | +69.6% | -77.5% | -9.5% |
| 1Y | -9.4% | +144.9% | -154.3% | -11.7% |
| 3Y | +29.0% | +429.9% | -400.9% | +21.2% |
| 5Y | +56.1% | +169.2% | -113.1% | +45.7% |
| All | +64.8% | +4,507.3% | -4,442.5% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling