+17.2%
NOC vs STT
+165.4%
-148.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -5.8% | -2.5% | -3.4% | -5.7% |
| 30D | +10.9% | -5.0% | +15.8% | +11.2% |
| 3M | -7.1% | -10.5% | +3.4% | -6.5% |
| 6M | -5.3% | +10.0% | -15.4% | -5.9% |
| YTD | -6.8% | +30.7% | -37.5% | -8.6% |
| 1Y | -6.7% | +43.8% | -50.5% | -9.2% |
| 3Y | +17.2% | +168.1% | -150.9% | +7.0% |
| All | +17.2% | +165.4% | -148.2% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling