+0.3%
NOC vs SRE
-11.2%
+11.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +4.8% | +1.8% | +3.1% | +4.3% |
| 30D | +11.0% | -3.0% | +14.0% | +12.2% |
| 3M | -3.8% | -7.3% | +3.5% | -1.7% |
| 6M | +0.6% | -11.9% | +12.5% | +4.2% |
| YTD | -2.3% | -7.9% | +5.6% | -1.2% |
| 1Y | +0.3% | -11.1% | +11.4% | +2.4% |
| All | +0.3% | -11.2% | +11.4% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling