+189.3%
NOC vs SM
+16.0%
+173.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | -1.6% | -0.2% | -1.3% | -1.6% |
| 30D | -10.4% | +20.3% | -30.7% | -11.2% |
| 3M | -5.6% | +22.9% | -28.5% | -6.7% |
| 6M | -30.4% | +47.8% | -78.2% | -31.9% |
| YTD | -8.5% | +107.5% | -115.9% | -12.0% |
| 1Y | -8.3% | +51.7% | -60.1% | -10.7% |
| 3Y | +28.2% | -0.9% | +29.1% | +26.2% |
| 5Y | +56.7% | +112.2% | -55.5% | +48.6% |
| 10Y | +189.3% | +20.3% | +169.0% | +158.6% |
| All | +189.3% | +16.0% | +173.4% | +158.6% |
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