+6,219.4%
NOC vs SPG
+5,256.9%
+962.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.3% |
| 7D | -5.2% | -2.4% | -2.8% | -4.8% |
| 30D | -7.2% | -6.8% | -0.4% | -6.0% |
| 3M | -5.1% | +2.7% | -7.8% | -5.7% |
| 6M | -31.1% | +5.5% | -36.5% | -31.8% |
| YTD | -8.6% | +15.7% | -24.3% | -11.1% |
| 1Y | -9.7% | +20.9% | -30.6% | -13.0% |
| 3Y | +24.3% | +112.4% | -88.1% | +7.0% |
| 5Y | +52.6% | +101.4% | -48.7% | +30.6% |
| 10Y | +183.6% | +60.6% | +123.0% | +137.0% |
| All | +6,219.4% | +5,256.9% | +962.5% | +2,584.6% |
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