+59.1%
NOC vs SNY
+9.4%
+49.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.8% | -3.3% | +4.1% | +1.1% |
| 30D | -9.7% | -2.2% | -7.5% | -9.5% |
| 3M | -5.6% | -3.0% | -2.6% | -5.4% |
| 6M | -28.6% | +2.7% | -31.3% | -28.8% |
| YTD | -7.9% | -6.8% | -1.0% | -7.4% |
| 1Y | -9.5% | -5.3% | -4.3% | -9.4% |
| 3Y | +28.4% | -9.8% | +38.2% | +28.4% |
| All | +59.1% | +9.4% | +49.7% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling