+161.4%
NOC vs SM
+10.6%
+150.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.6% | -5.1% | +0.2% |
| 7D | +4.9% | +0.3% | +4.6% | +4.8% |
| 30D | +13.6% | -17.3% | +30.9% | +14.5% |
| 3M | -3.9% | -3.6% | -0.3% | -3.8% |
| 6M | +1.4% | +2.9% | -1.5% | +0.9% |
| YTD | -2.2% | +70.2% | -72.4% | -5.2% |
| 1Y | -1.2% | +66.5% | -67.7% | -4.2% |
| 3Y | +25.0% | -8.2% | +33.2% | +23.3% |
| 5Y | +66.0% | -1.5% | +67.5% | +61.7% |
| 10Y | +161.4% | +11.9% | +149.5% | +135.9% |
| All | +161.4% | +10.6% | +150.8% | +135.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling