+56.1%
NOC vs SM
+111.2%
-55.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | +0.4% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -8.9% | +31.5% | -40.4% | -11.2% |
| 3M | -3.7% | +17.3% | -21.0% | -5.5% |
| 6M | -30.8% | +48.5% | -79.3% | -34.1% |
| YTD | -7.9% | +106.3% | -114.2% | -15.5% |
| 1Y | -9.4% | +47.3% | -56.7% | -14.1% |
| 3Y | +29.0% | -1.4% | +30.4% | +24.7% |
| 5Y | +56.1% | +114.0% | -58.0% | +35.4% |
| All | +56.1% | +111.2% | -55.2% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling