-67.0%
SE vs NOC
+56.8%
-123.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +0.6% | -2.7% | +3.3% | +0.9% |
| 30D | -0.1% | -8.9% | +8.8% | +0.9% |
| 3M | +34.1% | -3.7% | +37.8% | +34.5% |
| 6M | +23.2% | -30.8% | +54.0% | +27.7% |
| YTD | -11.2% | -7.9% | -3.2% | -10.8% |
| 1Y | -40.5% | -9.4% | -31.1% | -40.1% |
| 3Y | +196.3% | +29.0% | +167.3% | +184.9% |
| 5Y | -67.0% | +56.1% | -123.1% | -67.9% |
| All | -67.0% | +56.8% | -123.8% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling