+22.9%
NOC vs STLA
-73.7%
+96.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | -2.9% | -6.4% | +3.4% | -3.0% |
| 30D | +12.1% | -1.3% | +13.5% | +12.1% |
| 3M | -5.3% | -19.9% | +14.7% | -5.4% |
| 6M | -1.0% | -42.9% | +41.9% | -1.5% |
| YTD | -4.3% | -59.4% | +55.1% | -4.9% |
| 1Y | -3.6% | -56.8% | +53.2% | -4.3% |
| 3Y | +22.9% | -73.1% | +96.0% | +20.8% |
| All | +22.9% | -73.7% | +96.6% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling