+65.8%
NOC vs SPXS
-83.0%
+148.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.3% |
| 7D | +4.8% | -7.5% | +12.4% | +4.4% |
| 30D | +11.0% | +5.3% | +5.7% | +11.5% |
| 3M | -3.8% | +9.7% | -13.5% | -3.1% |
| 6M | +0.6% | -4.6% | +5.2% | +0.6% |
| YTD | -2.3% | -25.8% | +23.5% | -3.9% |
| 1Y | +0.3% | -28.8% | +29.0% | -1.7% |
| 3Y | +24.6% | -80.2% | +104.8% | +10.5% |
| All | +65.8% | -83.0% | +148.9% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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