+59.8%
SAP vs NOC
+27.2%
+32.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.8% |
| 7D | -2.9% | -5.2% | +2.3% | -2.7% |
| 30D | +9.0% | -7.2% | +16.2% | +9.3% |
| 3M | +14.9% | -5.1% | +20.1% | +15.1% |
| 6M | +11.9% | -31.1% | +43.0% | +12.2% |
| YTD | -9.9% | -8.6% | -1.3% | -10.6% |
| 1Y | -19.5% | -9.7% | -9.8% | -20.1% |
| All | +59.8% | +27.2% | +32.6% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling