+15,879.4%
NOC vs SYY
+4,446.6%
+11,432.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -2.7% | -2.8% | +0.1% | -2.0% |
| 30D | -8.9% | -5.3% | -3.6% | -7.6% |
| 3M | -3.7% | +5.1% | -8.8% | -4.9% |
| 6M | -30.8% | -5.0% | -25.8% | -30.3% |
| YTD | -7.9% | +10.7% | -18.6% | -10.8% |
| 1Y | -9.4% | +0.7% | -10.1% | -10.2% |
| 3Y | +29.0% | +24.0% | +4.9% | +20.4% |
| 5Y | +56.1% | +19.3% | +36.8% | +45.4% |
| 10Y | +186.3% | +96.4% | +89.9% | +123.0% |
| All | +15,879.4% | +4,446.6% | +11,432.8% | +6,889.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling