-7.5%
NOC vs SNY
+2.7%
-10.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.7% | -9.3% | -5.1% |
| 7D | -5.0% | +12.4% | -17.3% | -6.7% |
| 30D | +10.3% | +20.1% | -9.8% | +7.2% |
| 3M | -4.3% | +11.2% | -15.5% | -6.4% |
| 6M | -6.5% | +9.5% | -16.0% | -8.7% |
| YTD | -6.7% | +3.4% | -10.1% | -9.9% |
| 1Y | -7.5% | +2.0% | -9.5% | -10.8% |
| All | -7.5% | +2.7% | -10.2% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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