+189.8%
NOC vs SPYG
+424.6%
-234.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | +0.8% | -0.9% | +1.7% | +1.1% |
| 30D | -9.7% | -1.5% | -8.2% | -9.3% |
| 3M | -5.6% | +3.7% | -9.4% | -7.1% |
| 6M | -28.6% | +16.4% | -45.0% | -32.6% |
| YTD | -7.9% | +13.3% | -21.2% | -12.4% |
| 1Y | -9.5% | +17.9% | -27.4% | -15.4% |
| 3Y | +28.4% | +98.3% | -70.0% | -6.2% |
| 5Y | +59.0% | +86.4% | -27.5% | +17.0% |
| All | +189.8% | +424.6% | -234.7% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling