+15,768.5%
NOC vs SMTC
+62,999.7%
-47,231.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +9.2% | -11.7% | -3.0% |
| 7D | -5.2% | +12.7% | -17.9% | -5.8% |
| 30D | -7.2% | +22.0% | -29.2% | -8.3% |
| 3M | -5.1% | -12.7% | +7.6% | -5.2% |
| 6M | -31.1% | +64.8% | -95.9% | -33.6% |
| YTD | -8.6% | +100.7% | -109.3% | -12.9% |
| 1Y | -9.7% | +146.9% | -156.6% | -15.2% |
| 3Y | +24.3% | +456.8% | -432.5% | +7.9% |
| 5Y | +52.6% | +89.2% | -36.6% | +39.1% |
| 10Y | +183.6% | +426.9% | -243.3% | +139.4% |
| All | +15,768.5% | +62,999.7% | -47,231.3% | +11,444.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling