+249.5%
NOC vs SPMO
+575.8%
-326.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -2.7% | +3.4% | -6.1% | -3.9% |
| 30D | -8.9% | +0.5% | -9.4% | -9.1% |
| 3M | -3.7% | +1.9% | -5.6% | -5.4% |
| 6M | -30.8% | +27.8% | -58.6% | -38.5% |
| YTD | -7.9% | +26.7% | -34.6% | -17.9% |
| 1Y | -9.4% | +28.9% | -38.3% | -20.0% |
| 3Y | +29.0% | +160.7% | -131.7% | -22.4% |
| 5Y | +56.1% | +150.2% | -94.1% | -5.2% |
| 10Y | +186.3% | +517.5% | -331.3% | +7.5% |
| All | +249.5% | +575.8% | -326.3% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling