+56.1%
NOC vs STZ
-36.5%
+92.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.3% | +1.7% |
| 7D | -2.7% | -7.4% | +4.7% | -1.4% |
| 30D | -8.9% | -10.9% | +2.0% | -7.0% |
| 3M | -3.7% | -13.4% | +9.8% | -1.4% |
| 6M | -30.8% | -16.2% | -14.6% | -28.9% |
| YTD | -7.9% | -10.4% | +2.5% | -7.0% |
| 1Y | -9.4% | -14.8% | +5.3% | -7.7% |
| 3Y | +29.0% | -50.1% | +79.1% | +44.3% |
| 5Y | +56.1% | -38.8% | +94.8% | +63.5% |
| All | +56.1% | -36.5% | +92.6% | +63.5% |
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