+25.6%
NOC vs SPG
+111.2%
-85.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | -5.2% | -2.4% | -2.8% | -5.0% |
| 30D | -7.2% | -6.8% | -0.4% | -6.6% |
| 3M | -5.1% | +2.7% | -7.8% | -5.5% |
| 6M | -31.1% | +5.5% | -36.5% | -31.5% |
| YTD | -8.6% | +15.7% | -24.3% | -9.9% |
| 1Y | -9.7% | +20.9% | -30.6% | -11.3% |
| All | +25.6% | +111.2% | -85.6% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling