-9.5%
NOC vs SRE
+4.6%
-14.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +0.8% | -0.8% | +1.6% | +1.0% |
| 30D | -9.7% | -3.0% | -6.7% | -9.0% |
| 3M | -5.6% | -8.3% | +2.7% | -3.6% |
| 6M | -28.6% | -8.9% | -19.7% | -26.9% |
| YTD | -7.9% | -4.3% | -3.6% | -7.4% |
| 1Y | -9.5% | +2.7% | -12.3% | -8.8% |
| All | -9.5% | +4.6% | -14.1% | -8.8% |
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