+25.6%
NOC vs STLD
+135.5%
-109.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.4% |
| 7D | -5.2% | +3.1% | -8.3% | -5.3% |
| 30D | -7.2% | -9.0% | +1.8% | -6.8% |
| 3M | -5.1% | -12.4% | +7.3% | -4.5% |
| 6M | -31.1% | +25.5% | -56.6% | -31.9% |
| YTD | -8.6% | +43.6% | -52.2% | -10.4% |
| 1Y | -9.7% | +87.2% | -96.9% | -12.7% |
| All | +25.6% | +135.5% | -109.9% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling