+16,860.8%
NOC vs SYY
+4,321.8%
+12,539.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +4.8% | +0.3% | +4.5% | +4.8% |
| 30D | +11.0% | -4.8% | +15.8% | +12.2% |
| 3M | -3.8% | -7.1% | +3.3% | -2.3% |
| 6M | +0.6% | +6.8% | -6.1% | -1.3% |
| YTD | -2.3% | +7.7% | -10.0% | -4.9% |
| 1Y | +0.3% | +5.7% | -5.4% | -2.0% |
| 3Y | +24.6% | +24.6% | +0.1% | +16.0% |
| 5Y | +66.0% | +15.6% | +50.4% | +55.5% |
| 10Y | +161.2% | +87.9% | +73.2% | +105.5% |
| All | +16,860.8% | +4,321.8% | +12,539.0% | +7,351.0% |
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