+56.1%
NOC vs STT
+150.3%
-94.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | -2.7% | +2.2% | -4.9% | -2.9% |
| 30D | -8.9% | +3.9% | -12.8% | -9.2% |
| 3M | -3.7% | +19.2% | -22.8% | -5.4% |
| 6M | -30.8% | +60.4% | -91.2% | -34.1% |
| YTD | -7.9% | +51.5% | -59.4% | -11.9% |
| 1Y | -9.4% | +76.3% | -85.7% | -14.8% |
| 3Y | +29.0% | +200.7% | -171.8% | +13.4% |
| 5Y | +56.1% | +157.5% | -101.4% | +30.4% |
| All | +56.1% | +150.3% | -94.3% | +30.4% |
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