+161.4%
NOC vs SPG
+116.4%
+45.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +4.9% | +2.7% | +2.1% | +4.5% |
| 30D | +13.6% | +16.6% | -3.0% | +11.5% |
| 3M | -3.9% | +8.1% | -11.9% | -4.8% |
| 6M | +1.4% | +19.3% | -17.9% | -0.8% |
| YTD | -2.2% | +31.1% | -33.3% | -5.4% |
| 1Y | -1.2% | +32.8% | -34.0% | -4.6% |
| 3Y | +25.0% | +135.8% | -110.8% | +12.0% |
| 5Y | +66.0% | +85.1% | -19.1% | +51.5% |
| 10Y | +161.4% | +115.9% | +45.5% | +140.4% |
| All | +161.4% | +116.4% | +45.0% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling