+27.5%
NOC vs SPXU
-79.8%
+107.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.5% |
| 7D | -1.6% | +1.3% | -2.8% | -1.5% |
| 30D | -10.4% | +5.1% | -15.5% | -10.3% |
| 3M | -5.6% | -9.1% | +3.5% | -5.8% |
| 6M | -30.4% | -29.6% | -0.8% | -30.9% |
| YTD | -8.5% | -27.7% | +19.2% | -9.1% |
| 1Y | -8.3% | -37.0% | +28.6% | -9.2% |
| All | +27.5% | -79.8% | +107.3% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling