-12.4%
NOC vs SOLS
+17.0%
-29.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | +0.8% | -3.5% | +4.2% | +0.7% |
| 30D | -9.7% | -1.0% | -8.7% | -9.7% |
| 3M | -5.6% | -24.1% | +18.5% | -6.3% |
| 6M | -28.6% | -18.0% | -10.6% | -28.8% |
| YTD | -7.9% | +27.1% | -34.9% | -6.6% |
| All | -12.4% | +17.0% | -29.4% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling