+10,925.1%
NOC vs STZ
+10,917.0%
+8.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +4.9% | -0.9% | +5.8% | +5.0% |
| 30D | +13.6% | +14.9% | -1.3% | +10.9% |
| 3M | -3.9% | +8.4% | -12.3% | -5.3% |
| 6M | +1.4% | +2.8% | -1.4% | +0.6% |
| YTD | -2.2% | +7.5% | -9.7% | -4.0% |
| 1Y | -1.2% | +12.5% | -13.7% | -3.8% |
| 3Y | +25.0% | -35.4% | +60.4% | +32.0% |
| 5Y | +66.0% | -29.3% | +95.3% | +71.7% |
| 10Y | +161.4% | +11.8% | +149.6% | +146.8% |
| All | +10,925.1% | +10,917.0% | +8.1% | +5,861.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling