+58.9%
NOC vs SPYG
+82.6%
-23.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | -1.8% | -1.8% | +0.1% | -1.6% |
| 30D | -9.4% | -1.9% | -7.5% | -9.3% |
| 3M | -3.8% | +5.2% | -9.0% | -4.3% |
| 6M | -28.8% | +15.6% | -44.3% | -29.7% |
| YTD | -7.9% | +12.4% | -20.3% | -8.9% |
| 1Y | -9.0% | +17.5% | -26.5% | -10.5% |
| 3Y | +29.1% | +98.1% | -69.0% | +16.5% |
| 5Y | +58.9% | +84.9% | -26.0% | +39.7% |
| All | +58.9% | +82.6% | -23.6% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling