+186.3%
SE vs NOC
+27.2%
+159.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.7% |
| 7D | -6.1% | -5.2% | -0.9% | -5.7% |
| 30D | -2.5% | -7.2% | +4.7% | -1.9% |
| 3M | +21.7% | -5.1% | +26.8% | +22.0% |
| 6M | +27.0% | -31.1% | +58.1% | +29.0% |
| YTD | -12.1% | -8.6% | -3.6% | -11.9% |
| 1Y | -40.9% | -9.7% | -31.2% | -40.5% |
| All | +186.3% | +27.2% | +159.1% | +196.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling