-9.0%
NOC vs SMTC
+153.7%
-162.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +0.6% |
| 7D | -1.8% | +17.5% | -19.3% | -1.5% |
| 30D | -9.4% | +21.3% | -30.8% | -9.3% |
| 3M | -3.8% | +3.1% | -7.0% | -3.9% |
| 6M | -28.8% | +81.7% | -110.5% | -30.9% |
| YTD | -7.9% | +115.9% | -123.8% | -11.4% |
| 1Y | -9.0% | +157.8% | -166.9% | -13.6% |
| All | -9.0% | +153.7% | -162.8% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling