+56.7%
NOC vs SMTC
+116.8%
-60.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | -1.6% | +22.5% | -24.1% | -1.3% |
| 30D | -10.4% | +24.9% | -35.3% | -10.1% |
| 3M | -5.6% | +4.1% | -9.7% | -5.4% |
| 6M | -30.4% | +92.6% | -122.9% | -30.0% |
| YTD | -8.5% | +122.5% | -131.0% | -7.7% |
| 1Y | -8.3% | +166.2% | -174.6% | -7.4% |
| 3Y | +28.2% | +577.2% | -548.9% | +30.0% |
| 5Y | +56.7% | +119.0% | -62.2% | +62.3% |
| All | +56.7% | +116.8% | -60.1% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling