+24.2%
NOC vs SPG
+137.1%
-112.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.1% | +1.7% |
| 7D | -0.3% | +5.6% | -5.9% | -0.9% |
| 30D | +14.1% | +17.6% | -3.5% | +12.1% |
| 3M | -4.6% | +7.5% | -12.1% | -5.6% |
| 6M | +0.7% | +18.5% | -17.8% | -1.3% |
| YTD | -2.6% | +30.9% | -33.5% | -5.4% |
| 1Y | -1.0% | +34.1% | -35.1% | -3.9% |
| All | +24.2% | +137.1% | -112.9% | +15.0% |
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