-8.3%
NOC vs SPG
+19.3%
-27.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | -0.2% |
| 7D | -1.6% | -1.7% | +0.1% | -1.3% |
| 30D | -10.4% | -6.3% | -4.1% | -9.5% |
| 3M | -5.6% | -2.4% | -3.2% | -5.6% |
| 6M | -30.4% | +9.6% | -40.0% | -31.6% |
| YTD | -8.5% | +14.2% | -22.7% | -10.9% |
| 1Y | -8.3% | +19.3% | -27.6% | -10.8% |
| All | -8.3% | +19.3% | -27.6% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling