+2,048.9%
NOC vs SPYG
+561.6%
+1,487.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -2.7% | +1.2% | -3.9% | -3.2% |
| 30D | -8.9% | -1.6% | -7.3% | -8.3% |
| 3M | -3.7% | +3.4% | -7.0% | -5.4% |
| 6M | -30.8% | +18.9% | -49.7% | -36.3% |
| YTD | -7.9% | +13.8% | -21.7% | -13.7% |
| 1Y | -9.4% | +20.6% | -30.0% | -17.4% |
| 3Y | +29.0% | +100.5% | -71.5% | -9.7% |
| 5Y | +56.1% | +84.6% | -28.6% | +10.6% |
| 10Y | +186.3% | +410.8% | -224.5% | +20.0% |
| All | +2,048.9% | +561.6% | +1,487.3% | +484.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling