+7,356.8%
NOC vs SM
+1,608.3%
+5,748.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -2.3% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | -7.2% | +26.3% | -33.5% | -8.9% |
| 3M | -5.1% | +8.7% | -13.8% | -6.0% |
| 6M | -31.1% | +51.7% | -82.8% | -33.7% |
| YTD | -8.6% | +99.0% | -107.6% | -14.0% |
| 1Y | -9.7% | +34.6% | -44.3% | -12.7% |
| 3Y | +24.3% | -7.8% | +32.0% | +21.7% |
| 5Y | +52.6% | +104.8% | -52.1% | +37.9% |
| 10Y | +183.6% | +7.2% | +176.4% | +129.0% |
| All | +7,356.8% | +1,608.3% | +5,748.5% | +4,053.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling