+162.8%
NOC vs STT
+198.3%
-35.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.3% | +1.7% |
| 7D | -0.3% | +1.1% | -1.4% | -0.6% |
| 30D | +14.1% | -1.9% | +16.0% | +14.4% |
| 3M | -4.6% | -7.6% | +2.9% | -3.3% |
| 6M | +0.7% | +16.0% | -15.3% | -2.5% |
| YTD | -2.6% | +36.2% | -38.8% | -9.2% |
| 1Y | -1.0% | +46.8% | -47.8% | -9.1% |
| 3Y | +24.5% | +177.8% | -153.3% | -1.9% |
| 5Y | +64.3% | +105.8% | -41.5% | +34.7% |
| 10Y | +162.8% | +197.6% | -34.8% | +92.3% |
| All | +162.8% | +198.3% | -35.5% | +92.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling