+161.3%
NOC vs STLD
+779.4%
-618.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.4% |
| 7D | -2.9% | -9.7% | +6.7% | -1.6% |
| 30D | +12.1% | -4.5% | +16.7% | +12.8% |
| 3M | -5.3% | -13.1% | +7.8% | -3.7% |
| 6M | -1.0% | -2.8% | +1.7% | -1.1% |
| YTD | -4.3% | +35.3% | -39.6% | -9.3% |
| 1Y | -3.6% | +51.4% | -55.0% | -10.2% |
| 3Y | +22.9% | +117.9% | -95.0% | +6.2% |
| 5Y | +60.4% | +272.6% | -212.2% | +22.0% |
| 10Y | +161.3% | +782.2% | -620.9% | +59.0% |
| All | +161.3% | +779.4% | -618.1% | +59.0% |
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