+186.3%
NOC vs STLD
+1,072.4%
-886.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -2.7% | +2.7% | -5.3% | -3.1% |
| 30D | -8.9% | -8.4% | -0.4% | -7.8% |
| 3M | -3.7% | -9.9% | +6.2% | -2.5% |
| 6M | -30.8% | +33.0% | -63.8% | -34.0% |
| YTD | -7.9% | +42.6% | -50.5% | -13.3% |
| 1Y | -9.4% | +80.8% | -90.2% | -17.8% |
| 3Y | +29.0% | +143.4% | -114.5% | +9.2% |
| 5Y | +56.1% | +293.4% | -237.4% | +17.1% |
| 10Y | +186.3% | +1,080.4% | -894.1% | +60.8% |
| All | +186.3% | +1,072.4% | -886.1% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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