+161.4%
NOC vs STZ
+12.8%
+148.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | +4.9% | -0.9% | +5.8% | +5.1% |
| 30D | +13.6% | +14.9% | -1.3% | +9.7% |
| 3M | -3.9% | +8.4% | -12.3% | -6.0% |
| 6M | +1.4% | +2.8% | -1.4% | +0.1% |
| YTD | -2.2% | +7.5% | -9.7% | -5.1% |
| 1Y | -1.2% | +12.5% | -13.7% | -5.3% |
| 3Y | +25.0% | -35.4% | +60.4% | +35.9% |
| 5Y | +66.0% | -29.3% | +95.3% | +73.8% |
| 10Y | +161.4% | +11.8% | +149.6% | +151.0% |
| All | +161.4% | +12.8% | +148.6% | +151.0% |
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