+82.6%
SMR vs NOC
+28.0%
+54.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.4% |
| 7D | +13.1% | -1.6% | +14.7% | +12.8% |
| 30D | +17.8% | -10.4% | +28.1% | +16.2% |
| 3M | +8.1% | -5.6% | +13.7% | +7.5% |
| 6M | -11.1% | -30.4% | +19.3% | -13.6% |
| YTD | -23.7% | -8.5% | -15.2% | -22.1% |
| 1Y | -69.4% | -8.3% | -61.1% | -68.8% |
| All | +82.6% | +28.0% | +54.6% | +124.0% |
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