+2,334.2%
NOC vs SPXS
-100.0%
+2,434.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.5% |
| 7D | +4.8% | -7.5% | +12.4% | +3.1% |
| 30D | +11.0% | +5.3% | +5.7% | +12.6% |
| 3M | -3.8% | +9.7% | -13.5% | -1.5% |
| 6M | +0.6% | -4.6% | +5.2% | +0.3% |
| YTD | -2.3% | -25.8% | +23.5% | -7.5% |
| 1Y | +0.3% | -28.8% | +29.0% | -5.9% |
| 3Y | +24.6% | -80.2% | +104.8% | -10.1% |
| 5Y | +66.0% | -83.2% | +149.2% | +25.7% |
| 10Y | +161.2% | -99.5% | +260.7% | -3.6% |
| All | +2,334.2% | -100.0% | +2,434.2% | +210.4% |
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