+179.0%
SAP vs NOC
+186.7%
-7.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -0.3% | -1.6% | +1.3% | 0.0% |
| 30D | +0.3% | -10.4% | +10.7% | +2.4% |
| 3M | +16.9% | -5.6% | +22.5% | +18.1% |
| 6M | +6.3% | -30.4% | +36.7% | +13.8% |
| YTD | -12.4% | -8.5% | -3.9% | -11.9% |
| 1Y | -21.6% | -8.3% | -13.3% | -21.3% |
| 3Y | +54.8% | +28.2% | +26.6% | +41.4% |
| 5Y | +56.2% | +56.7% | -0.6% | +30.1% |
| 10Y | +179.0% | +189.3% | -10.3% | +92.8% |
| All | +179.0% | +186.7% | -7.6% | +92.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling