-31.1%
NOC vs SN
+49.1%
-80.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.5% |
| 7D | -5.2% | -9.3% | +4.2% | -4.7% |
| 30D | -7.2% | -4.8% | -2.4% | -7.0% |
| 3M | -5.1% | +40.4% | -45.5% | -6.7% |
| 6M | -31.1% | +50.9% | -82.0% | -32.1% |
| All | -31.1% | +49.1% | -80.2% | -32.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling