+363.5%
SE vs NOC
+116.8%
+246.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.5% | +4.8% | -5.3% | -1.5% |
| 30D | -20.9% | +11.0% | -32.0% | -22.9% |
| 3M | -38.9% | -3.8% | -35.1% | -38.6% |
| 6M | -19.4% | +0.6% | -20.1% | -20.0% |
| YTD | -40.9% | -2.3% | -38.6% | -41.3% |
| 1Y | -46.2% | +0.3% | -46.4% | -46.8% |
| 3Y | +63.7% | +24.6% | +39.1% | +51.5% |
| 5Y | -77.9% | +66.0% | -143.9% | -81.6% |
| All | +363.5% | +116.8% | +246.7% | +309.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling