+6,632.1%
NOC vs SPG
+5,961.7%
+670.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.1% | +1.7% |
| 7D | -0.3% | +5.6% | -5.9% | -1.3% |
| 30D | +14.1% | +17.6% | -3.5% | +10.8% |
| 3M | -4.6% | +7.5% | -12.1% | -5.9% |
| 6M | +0.7% | +18.5% | -17.8% | -2.4% |
| YTD | -2.6% | +30.9% | -33.5% | -7.4% |
| 1Y | -1.0% | +34.1% | -35.1% | -6.3% |
| 3Y | +24.5% | +135.5% | -111.0% | +5.3% |
| 5Y | +64.3% | +86.5% | -22.2% | +42.9% |
| 10Y | +162.8% | +116.1% | +46.7% | +107.2% |
| All | +6,632.1% | +5,961.7% | +670.4% | +2,696.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling