+56.1%
NOC vs SPG
+106.4%
-50.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.6% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -8.9% | -4.9% | -3.9% | -8.4% |
| 3M | -3.7% | +3.3% | -7.0% | -4.1% |
| 6M | -30.8% | +11.2% | -42.0% | -31.7% |
| YTD | -7.9% | +17.1% | -25.0% | -9.6% |
| 1Y | -9.4% | +21.6% | -31.0% | -11.5% |
| 3Y | +29.0% | +111.9% | -82.9% | +17.5% |
| 5Y | +56.1% | +106.9% | -50.9% | +41.9% |
| All | +56.1% | +106.4% | -50.3% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling