+2,177.4%
NOC vs SPXS
-100.0%
+2,277.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.2% |
| 7D | -5.2% | -0.1% | -5.1% | -5.2% |
| 30D | -7.2% | +0.8% | -8.0% | -7.0% |
| 3M | -5.1% | -4.7% | -0.4% | -5.8% |
| 6M | -31.1% | -29.6% | -1.4% | -35.8% |
| YTD | -8.6% | -29.8% | +21.2% | -14.8% |
| 1Y | -9.7% | -38.9% | +29.2% | -18.2% |
| 3Y | +24.3% | -79.6% | +103.9% | -9.4% |
| 5Y | +52.6% | -85.9% | +138.5% | +10.5% |
| 10Y | +183.6% | -99.5% | +283.1% | +3.4% |
| All | +2,177.4% | -100.0% | +2,277.4% | +186.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling