+589.4%
SE vs NOC
+102.8%
+486.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.3% |
| 7D | -6.1% | -5.2% | -0.9% | -5.0% |
| 30D | -2.5% | -7.2% | +4.7% | -1.0% |
| 3M | +21.7% | -5.1% | +26.8% | +22.8% |
| 6M | +27.0% | -31.1% | +58.1% | +37.3% |
| YTD | -12.1% | -8.6% | -3.6% | -11.1% |
| 1Y | -40.9% | -9.7% | -31.2% | -40.1% |
| 3Y | +191.0% | +24.3% | +166.7% | +168.5% |
| 5Y | -68.3% | +52.6% | -120.9% | -73.1% |
| All | +589.4% | +102.8% | +486.5% | +520.4% |
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