-43.6%
SE vs NOC
-9.7%
-33.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.0% |
| 7D | -3.6% | -1.6% | -2.1% | -3.4% |
| 30D | -5.3% | -10.4% | +5.1% | -3.4% |
| 3M | +28.1% | -5.6% | +33.7% | +28.6% |
| 6M | +20.7% | -30.4% | +51.0% | +26.9% |
| YTD | -14.8% | -8.5% | -6.3% | -18.2% |
| 1Y | -43.6% | -8.3% | -35.2% | -40.9% |
| All | -43.6% | -9.7% | -33.8% | -40.9% |
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 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