-9.7%
NOC vs SM
+36.8%
-46.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -2.4% |
| 7D | -5.2% | -0.5% | -4.7% | -5.2% |
| 30D | -7.2% | +25.6% | -32.8% | -7.8% |
| 3M | -5.1% | +8.0% | -13.1% | -5.7% |
| 6M | -31.1% | +50.8% | -81.9% | -33.4% |
| YTD | -8.6% | +97.9% | -106.5% | -14.5% |
| 1Y | -9.7% | +33.8% | -43.5% | -12.0% |
| All | -9.7% | +36.8% | -46.5% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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