+56.7%
NOC vs SPY
+81.0%
-24.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | -10.4% | -1.4% | -9.0% | -10.1% |
| 3M | -5.6% | +3.7% | -9.3% | -6.4% |
| 6M | -30.4% | +13.0% | -43.4% | -32.2% |
| YTD | -8.5% | +12.4% | -20.9% | -10.8% |
| 1Y | -8.3% | +18.5% | -26.9% | -11.7% |
| 3Y | +28.2% | +77.6% | -49.4% | +9.3% |
| 5Y | +56.7% | +81.7% | -25.0% | +28.1% |
| All | +56.7% | +81.0% | -24.3% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling