+189.3%
NOC vs STLA
+46.8%
+142.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.4% |
| 7D | -1.6% | +0.4% | -2.0% | -1.6% |
| 30D | -10.4% | -5.2% | -5.2% | -10.0% |
| 3M | -5.6% | -24.9% | +19.3% | -3.0% |
| 6M | -30.4% | -25.2% | -5.2% | -28.6% |
| YTD | -8.5% | -51.4% | +42.9% | -2.1% |
| 1Y | -8.3% | -40.7% | +32.4% | -4.8% |
| 3Y | +28.2% | -66.3% | +94.5% | +39.9% |
| 5Y | +56.7% | -63.2% | +120.0% | +64.8% |
| 10Y | +189.3% | +48.7% | +140.6% | +150.8% |
| All | +189.3% | +46.8% | +142.6% | +150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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