-9.0%
NOC vs SPY
+17.2%
-26.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | -1.8% | -2.0% | +0.2% | -1.6% |
| 30D | -9.4% | -1.7% | -7.8% | -9.3% |
| 3M | -3.8% | +4.7% | -8.6% | -4.4% |
| 6M | -28.8% | +12.5% | -41.3% | -30.1% |
| YTD | -7.9% | +11.7% | -19.6% | -9.7% |
| 1Y | -9.0% | +17.5% | -26.5% | -11.9% |
| All | -9.0% | +17.2% | -26.3% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling