-7.5%
NOC vs SOLS
+37.2%
-44.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.5% | +2.0% | -4.7% |
| 7D | -5.0% | -8.8% | +3.8% | -5.1% |
| 30D | +10.3% | -0.6% | +11.0% | +10.4% |
| 3M | -4.3% | -9.0% | +4.7% | -4.5% |
| 6M | -6.5% | -28.7% | +22.2% | -7.2% |
| YTD | -6.7% | +19.2% | -25.9% | -5.5% |
| 1Y | -7.5% | +32.6% | -40.1% | -5.6% |
| All | -7.5% | +37.2% | -44.7% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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