+189.8%
NOC vs SRE
+122.3%
+67.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +0.8% | -0.8% | +1.6% | +1.0% |
| 30D | -9.7% | -3.0% | -6.7% | -8.9% |
| 3M | -5.6% | -8.3% | +2.7% | -3.1% |
| 6M | -28.6% | -8.9% | -19.7% | -26.6% |
| YTD | -7.9% | -4.3% | -3.6% | -7.0% |
| 1Y | -9.5% | +2.7% | -12.3% | -10.9% |
| 3Y | +28.4% | +28.7% | -0.3% | +12.6% |
| 5Y | +59.0% | +47.1% | +11.8% | +31.0% |
| All | +189.8% | +122.3% | +67.5% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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