-48.8%
SE vs NOC
-7.1%
-41.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.5% | +9.0% | +4.6% |
| 7D | +6.7% | -5.0% | +11.6% | +6.8% |
| 30D | -17.2% | +10.3% | -27.5% | -18.3% |
| 3M | -28.0% | -4.3% | -23.7% | -27.7% |
| 6M | -6.1% | -6.5% | +0.4% | -6.2% |
| YTD | -37.1% | -6.7% | -30.4% | -39.0% |
| 1Y | -48.8% | -7.5% | -41.3% | -50.2% |
| All | -48.8% | -7.1% | -41.7% | -50.2% |
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 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