+1,500.9%
NOC vs SNY
+241.9%
+1,259.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.8% | -3.3% | +4.1% | +1.8% |
| 30D | -9.7% | -2.2% | -7.5% | -9.2% |
| 3M | -5.6% | -3.0% | -2.6% | -5.0% |
| 6M | -28.6% | +2.7% | -31.3% | -29.3% |
| YTD | -7.9% | -6.8% | -1.0% | -6.4% |
| 1Y | -9.5% | -5.3% | -4.3% | -8.9% |
| 3Y | +28.4% | -9.8% | +38.2% | +28.1% |
| 5Y | +59.0% | +9.7% | +49.3% | +45.6% |
| 10Y | +191.3% | +64.5% | +126.8% | +129.0% |
| All | +1,500.9% | +241.9% | +1,259.0% | +849.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling