+160.3%
NOC vs SUI
+122.7%
+37.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | -0.3% | +3.4% | -3.7% | -1.3% |
| 30D | +14.1% | +4.6% | +9.5% | +12.6% |
| 3M | -4.6% | +1.6% | -6.2% | -5.2% |
| 6M | +0.7% | -3.5% | +4.2% | +1.4% |
| YTD | -2.6% | -1.0% | -1.6% | -2.7% |
| 1Y | -1.0% | -1.7% | +0.8% | -0.9% |
| 3Y | +24.5% | +18.4% | +6.1% | +16.5% |
| 5Y | +64.3% | -26.3% | +90.7% | +74.1% |
| All | +160.3% | +122.7% | +37.6% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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