+64.3%
NOC vs SPY
+72.2%
-7.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.8% |
| 7D | -0.3% | -0.6% | +0.3% | -0.2% |
| 30D | +14.1% | -3.7% | +17.8% | +14.9% |
| 3M | -4.6% | -2.7% | -1.9% | -4.2% |
| 6M | +0.7% | +2.2% | -1.5% | +0.1% |
| YTD | -2.6% | +10.8% | -13.4% | -5.0% |
| 1Y | -1.0% | +11.2% | -12.2% | -3.5% |
| 3Y | +24.5% | +76.5% | -52.0% | +5.8% |
| 5Y | +64.3% | +72.9% | -8.6% | +34.9% |
| All | +64.3% | +72.2% | -7.9% | +34.9% |
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 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