+162.8%
NOC vs STLA
+12.4%
+150.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.6% | +5.4% | +2.1% |
| 7D | -0.3% | -4.9% | +4.6% | +0.1% |
| 30D | +14.1% | -4.9% | +19.0% | +14.5% |
| 3M | -4.6% | -23.7% | +19.0% | -2.3% |
| 6M | +0.7% | -45.0% | +45.7% | +6.5% |
| YTD | -2.6% | -60.9% | +58.3% | +6.2% |
| 1Y | -1.0% | -58.9% | +57.9% | +7.2% |
| 3Y | +24.5% | -74.4% | +98.9% | +40.2% |
| 5Y | +64.3% | -71.5% | +135.8% | +77.7% |
| 10Y | +162.8% | +5.3% | +157.5% | +153.0% |
| All | +162.8% | +12.4% | +150.4% | +153.0% |
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