+22.3%
NOC vs SN
+476.8%
-454.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.6% |
| 7D | -1.6% | -3.4% | +1.8% | -1.6% |
| 30D | -10.4% | -9.1% | -1.3% | -10.4% |
| 3M | -5.6% | +31.8% | -37.4% | -5.2% |
| 6M | -30.4% | +52.0% | -82.4% | -29.9% |
| YTD | -8.5% | +51.3% | -59.8% | -7.9% |
| 1Y | -8.3% | +46.9% | -55.2% | -7.7% |
| 3Y | +28.2% | +394.9% | -366.7% | +25.2% |
| All | +22.3% | +476.8% | -454.5% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling