+189.3%
NOC vs STT
+262.1%
-72.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.6% | +1.0% | -2.5% | -1.8% |
| 30D | -10.4% | +2.8% | -13.2% | -10.9% |
| 3M | -5.6% | +18.1% | -23.7% | -8.9% |
| 6M | -30.4% | +59.2% | -89.6% | -36.9% |
| YTD | -8.5% | +51.5% | -59.9% | -16.4% |
| 1Y | -8.3% | +75.7% | -84.0% | -18.9% |
| 3Y | +28.2% | +200.8% | -172.5% | -0.7% |
| 5Y | +56.7% | +155.8% | -99.1% | +21.7% |
| 10Y | +189.3% | +266.4% | -77.0% | +93.5% |
| All | +189.3% | +262.1% | -72.7% | +93.5% |
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