+1,655.4%
NOC vs SPXU
-100.0%
+1,755.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | 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% | -1.5% | -35.7% |
| YTD | -8.6% | -29.9% | +21.3% | -14.7% |
| 1Y | -9.7% | -39.1% | +29.4% | -18.1% |
| 3Y | +24.3% | -80.0% | +104.3% | -9.5% |
| 5Y | +52.6% | -86.0% | +138.7% | +10.8% |
| 10Y | +183.6% | -99.5% | +283.1% | +1.3% |
| All | +1,655.4% | -100.0% | +1,755.4% | +140.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling