-7.5%
NOC vs STZ
+14.7%
-22.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.3% | -9.9% | -5.2% |
| 7D | -5.0% | +13.0% | -17.9% | -6.6% |
| 30D | +10.3% | +29.4% | -19.1% | +6.5% |
| 3M | -4.3% | +11.6% | -15.9% | -5.9% |
| 6M | -6.5% | -0.2% | -6.3% | -7.0% |
| YTD | -6.7% | +8.6% | -15.3% | -10.5% |
| 1Y | -7.5% | +15.9% | -23.4% | -11.6% |
| All | -7.5% | +14.7% | -22.2% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling