-7.5%
NOC vs STT
+53.6%
-61.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.2% | -6.7% | -4.5% |
| 7D | -5.0% | -0.1% | -4.9% | -4.9% |
| 30D | +10.3% | -1.7% | +12.0% | +10.4% |
| 3M | -4.3% | -6.4% | +2.1% | -4.1% |
| 6M | -6.5% | +17.7% | -24.2% | -6.2% |
| YTD | -6.7% | +36.9% | -43.6% | -7.5% |
| 1Y | -7.5% | +52.0% | -59.5% | -8.1% |
| All | -7.5% | +53.6% | -61.1% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling