-40.9%
SE vs NOC
-10.0%
-30.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.5% |
| 7D | -6.1% | -5.2% | -0.9% | -5.2% |
| 30D | -2.5% | -7.2% | +4.7% | -1.3% |
| 3M | +21.7% | -5.1% | +26.8% | +22.1% |
| 6M | +27.0% | -31.1% | +58.1% | +33.5% |
| YTD | -12.1% | -8.6% | -3.6% | -15.4% |
| 1Y | -40.9% | -9.7% | -31.2% | -37.5% |
| All | -40.9% | -10.0% | -30.9% | -37.5% |
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