+60.4%
NOC vs STZ
-27.6%
+88.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +2.3% |
| 7D | -2.9% | +3.4% | -6.4% | -3.5% |
| 30D | +12.1% | +19.6% | -7.5% | +8.5% |
| 3M | -5.3% | +8.0% | -13.3% | -6.7% |
| 6M | -1.0% | -0.3% | -0.8% | -1.4% |
| YTD | -4.3% | +8.6% | -12.9% | -6.6% |
| 1Y | -3.6% | +17.3% | -21.0% | -7.5% |
| 3Y | +22.9% | -34.7% | +57.6% | +30.1% |
| 5Y | +60.4% | -27.6% | +88.0% | +63.6% |
| All | +60.4% | -27.6% | +88.0% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling