-73.1%
SMR vs NOC
-10.0%
-63.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | 0.0% |
| 7D | +4.4% | -5.2% | +9.6% | +5.5% |
| 30D | +3.4% | -7.2% | +10.6% | +4.6% |
| 3M | -19.2% | -5.1% | -14.1% | -19.2% |
| 6M | -22.6% | -31.1% | +8.4% | -3.5% |
| YTD | -31.5% | -8.6% | -23.0% | -30.1% |
| 1Y | -73.1% | -9.7% | -63.4% | -70.9% |
| All | -73.1% | -10.0% | -63.0% | -70.9% |
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