+7.5%
SMR vs NOC
+24.8%
-17.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.3% |
| 7D | +13.1% | -1.6% | +14.7% | +13.1% |
| 30D | +17.8% | -10.4% | +28.1% | +18.1% |
| 3M | +8.1% | -5.6% | +13.7% | +8.1% |
| 6M | -11.1% | -30.4% | +19.3% | -9.0% |
| YTD | -23.7% | -8.5% | -15.2% | -22.4% |
| 1Y | -69.4% | -8.3% | -61.1% | -68.9% |
| 3Y | +82.6% | +28.2% | +54.4% | +80.1% |
| All | +7.5% | +24.8% | -17.3% | +7.7% |
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