+56.7%
NOC vs SRE
+48.6%
+8.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.4% |
| 7D | -1.6% | +1.5% | -3.0% | -1.9% |
| 30D | -10.4% | +0.8% | -11.2% | -10.6% |
| 3M | -5.6% | -5.8% | +0.2% | -4.3% |
| 6M | -30.4% | -7.8% | -22.6% | -29.1% |
| YTD | -8.5% | -2.4% | -6.1% | -8.2% |
| 1Y | -8.3% | +8.9% | -17.2% | -10.7% |
| 3Y | +28.2% | +31.1% | -2.9% | +12.5% |
| 5Y | +56.7% | +48.6% | +8.1% | +28.5% |
| All | +56.7% | +48.6% | +8.1% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling