+189.8%
NOC vs SPMO
+517.6%
-327.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +0.8% | -0.9% | +1.7% | +1.1% |
| 30D | -9.7% | -1.9% | -7.8% | -9.2% |
| 3M | -5.6% | -1.4% | -4.3% | -6.2% |
| 6M | -28.6% | +25.5% | -54.1% | -36.1% |
| YTD | -7.9% | +24.8% | -32.7% | -17.5% |
| 1Y | -9.5% | +24.5% | -34.0% | -19.0% |
| 3Y | +28.4% | +157.1% | -128.8% | -22.8% |
| 5Y | +59.0% | +149.5% | -90.5% | -4.1% |
| All | +189.8% | +517.6% | -327.8% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling