+189.8%
NOC vs SPXU
-99.6%
+289.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | -0.4% |
| 7D | +0.8% | +2.5% | -1.7% | +1.2% |
| 30D | -9.7% | +4.2% | -13.9% | -9.0% |
| 3M | -5.6% | -9.3% | +3.6% | -7.0% |
| 6M | -28.6% | -30.7% | +2.1% | -32.6% |
| YTD | -7.9% | -28.1% | +20.3% | -12.3% |
| 1Y | -9.5% | -35.2% | +25.7% | -15.2% |
| 3Y | +28.4% | -79.9% | +108.3% | -0.4% |
| 5Y | +59.0% | -86.4% | +145.3% | +22.4% |
| All | +189.8% | -99.6% | +289.4% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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