+1,366.5%
NOC vs STLA
+168.9%
+1,197.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +0.8% |
| 7D | +4.9% | -11.6% | +16.5% | +6.1% |
| 30D | +13.6% | -6.2% | +19.8% | +14.1% |
| 3M | -3.9% | -24.6% | +20.7% | -1.6% |
| 6M | +1.4% | -44.9% | +46.3% | +6.9% |
| YTD | -2.2% | -62.3% | +60.1% | +6.4% |
| 1Y | -1.2% | -61.8% | +60.6% | +7.2% |
| 3Y | +25.0% | -75.3% | +100.4% | +39.4% |
| 5Y | +66.0% | -72.5% | +138.5% | +79.3% |
| 10Y | +161.4% | +0.8% | +160.7% | +135.7% |
| All | +1,366.5% | +168.9% | +1,197.6% | +1,124.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling