+58.9%
NOC vs SYY
+20.0%
+39.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.4% |
| 7D | -1.8% | +1.5% | -3.3% | -2.1% |
| 30D | -9.4% | -2.3% | -7.1% | -9.0% |
| 3M | -3.8% | +5.5% | -9.3% | -5.1% |
| 6M | -28.8% | -1.0% | -27.8% | -28.9% |
| YTD | -7.9% | +14.1% | -22.0% | -11.2% |
| 1Y | -9.0% | +5.6% | -14.6% | -10.8% |
| 3Y | +29.1% | +27.9% | +1.2% | +19.9% |
| 5Y | +58.9% | +22.7% | +36.2% | +44.1% |
| All | +58.9% | +20.0% | +39.0% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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