+358.3%
SE vs NOC
+116.3%
+242.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.5% | +4.5% | -6.0% | -2.4% |
| 30D | -22.3% | +14.1% | -36.4% | -24.7% |
| 3M | -41.8% | -4.5% | -37.4% | -41.4% |
| 6M | -22.4% | -0.8% | -21.6% | -22.7% |
| YTD | -41.6% | -2.5% | -39.1% | -41.9% |
| 1Y | -48.0% | -0.1% | -47.9% | -48.6% |
| 3Y | +63.9% | +24.6% | +39.2% | +51.6% |
| 5Y | -78.2% | +65.6% | -143.8% | -81.8% |
| All | +358.3% | +116.3% | +242.0% | +305.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling