+7,877.8%
NOC vs SM
+1,360.8%
+6,517.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.6% | -5.1% | 0.0% |
| 7D | +4.9% | +0.3% | +4.6% | +4.8% |
| 30D | +13.6% | -17.3% | +30.9% | +15.1% |
| 3M | -3.9% | -3.6% | -0.3% | -3.8% |
| 6M | +1.4% | +2.9% | -1.5% | +0.6% |
| YTD | -2.2% | +70.2% | -72.4% | -7.1% |
| 1Y | -1.2% | +66.5% | -67.7% | -6.0% |
| 3Y | +25.0% | -8.2% | +33.2% | +22.2% |
| 5Y | +66.0% | -1.5% | +67.5% | +58.5% |
| 10Y | +161.4% | +11.9% | +149.5% | +109.6% |
| All | +7,877.8% | +1,360.8% | +6,517.0% | +4,387.9% |
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 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