-5.9%
SAP vs NOC
-7.1%
+1.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.5% | +8.8% | +4.3% |
| 7D | +1.3% | -5.0% | +6.3% | +1.4% |
| 30D | +15.5% | +10.3% | +5.2% | +15.3% |
| 3M | +22.8% | -4.3% | +27.1% | +22.4% |
| 6M | +42.5% | -6.5% | +49.0% | +40.3% |
| YTD | +0.5% | -6.7% | +7.3% | -2.1% |
| 1Y | -5.9% | -7.5% | +1.5% | -8.4% |
| All | -5.9% | -7.1% | +1.1% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling