+6,176.4%
NOC vs SUI
+4,037.5%
+2,138.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -5.2% | -2.8% | -2.3% | -4.5% |
| 30D | -7.2% | -1.2% | -6.0% | -7.0% |
| 3M | -5.1% | -1.7% | -3.4% | -4.8% |
| 6M | -31.1% | -10.5% | -20.6% | -29.1% |
| YTD | -8.6% | -1.8% | -6.7% | -8.3% |
| 1Y | -9.7% | -4.1% | -5.6% | -9.1% |
| 3Y | +24.3% | +11.3% | +13.0% | +18.5% |
| 5Y | +52.6% | -32.1% | +84.7% | +63.5% |
| 10Y | +183.6% | +110.4% | +73.1% | +118.4% |
| All | +6,176.4% | +4,037.5% | +2,138.9% | +2,644.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling