+157.4%
NOC vs STT
+198.3%
-40.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | +4.8% | +4.8% | +0.1% | +3.9% |
| 30D | +11.0% | +3.9% | +7.1% | +10.1% |
| 3M | -3.8% | -8.2% | +4.4% | -2.3% |
| 6M | +0.6% | +15.6% | -15.0% | -2.5% |
| YTD | -2.3% | +37.6% | -39.9% | -9.0% |
| 1Y | +0.3% | +50.1% | -49.9% | -8.4% |
| 3Y | +24.6% | +183.1% | -158.5% | -2.2% |
| 5Y | +66.0% | +104.8% | -38.9% | +36.4% |
| All | +157.4% | +198.3% | -40.9% | +87.7% |
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