+1,270.7%
NOC vs STLA
+263.8%
+1,006.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.6% |
| 7D | -5.2% | +2.6% | -7.8% | -5.4% |
| 30D | -7.2% | -1.2% | -6.0% | -7.2% |
| 3M | -5.1% | -24.8% | +19.7% | -2.6% |
| 6M | -31.1% | -25.6% | -5.5% | -29.3% |
| YTD | -8.6% | -48.9% | +40.4% | -3.2% |
| 1Y | -9.7% | -38.8% | +29.0% | -6.6% |
| 3Y | +24.3% | -64.5% | +88.8% | +33.8% |
| 5Y | +52.6% | -62.4% | +115.1% | +60.2% |
| 10Y | +183.6% | +55.4% | +128.2% | +145.7% |
| All | +1,270.7% | +263.8% | +1,006.9% | +1,014.7% |
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