+2,475.8%
SAP vs NOC
+3,560.7%
-1,084.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +0.9% |
| 7D | +1.6% | -2.9% | +4.6% | +2.5% |
| 30D | +10.5% | +12.1% | -1.6% | +6.5% |
| 3M | +15.2% | -5.3% | +20.4% | +16.7% |
| 6M | +36.7% | -1.0% | +37.7% | +36.4% |
| YTD | -0.6% | -4.3% | +3.7% | -0.9% |
| 1Y | -4.1% | -3.6% | -0.5% | -4.7% |
| 3Y | +73.2% | +22.9% | +50.3% | +56.1% |
| 5Y | +74.1% | +60.4% | +13.7% | +38.6% |
| 10Y | +222.9% | +161.3% | +61.7% | +107.2% |
| All | +2,475.8% | +3,560.7% | -1,084.9% | +589.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling