-5.5%
SAP vs NOC
-1.3%
-4.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.6% |
| 7D | +1.5% | -0.3% | +1.8% | +1.5% |
| 30D | +8.8% | +14.1% | -5.3% | +8.5% |
| 3M | +12.1% | -4.6% | +16.7% | +11.6% |
| 6M | +34.6% | +0.7% | +33.8% | +33.1% |
| YTD | -2.1% | -2.6% | +0.5% | -4.8% |
| 1Y | -5.5% | -1.0% | -4.6% | -7.9% |
| All | -5.5% | -1.3% | -4.3% | -7.9% |
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