+56.7%
NOC vs STT
+100.0%
-43.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -5.8% | -2.5% | -3.4% | -5.6% |
| 30D | +10.9% | -5.0% | +15.8% | +11.4% |
| 3M | -7.1% | -10.5% | +3.4% | -6.2% |
| 6M | -5.3% | +10.0% | -15.4% | -6.4% |
| YTD | -6.8% | +30.7% | -37.5% | -9.6% |
| 1Y | -6.7% | +43.8% | -50.5% | -10.5% |
| 3Y | +17.2% | +168.1% | -150.9% | +3.8% |
| All | +56.7% | +100.0% | -43.3% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling