-46.0%
SE vs NOC
-1.2%
-44.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.6% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | -19.4% | +14.1% | -33.5% | -20.6% |
| 3M | -33.1% | -4.6% | -28.5% | -32.3% |
| 6M | -11.4% | +0.7% | -12.2% | -11.9% |
| YTD | -39.8% | -2.6% | -37.2% | -42.3% |
| All | -46.0% | -1.2% | -44.8% | -48.7% |
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