+157.4%
NOC vs STZ
+13.4%
+144.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +4.8% | +2.6% | +2.3% | +4.2% |
| 30D | +11.0% | +15.2% | -4.2% | +7.1% |
| 3M | -3.8% | +7.6% | -11.4% | -5.8% |
| 6M | +0.6% | +5.3% | -4.6% | -1.2% |
| YTD | -2.3% | +8.6% | -10.9% | -5.4% |
| 1Y | +0.3% | +15.6% | -15.3% | -4.6% |
| 3Y | +24.6% | -35.2% | +59.8% | +35.4% |
| 5Y | +66.0% | -29.1% | +95.1% | +73.7% |
| All | +157.4% | +13.4% | +144.0% | +146.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling