+11.1%
SMR vs NOC
+25.5%
-14.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.7% | +14.6% | +15.2% |
| 7D | +21.4% | -2.7% | +24.1% | +21.5% |
| 30D | +13.8% | -8.9% | +22.7% | +14.1% |
| 3M | +3.9% | -3.7% | +7.6% | +3.8% |
| 6M | -4.2% | -30.8% | +26.6% | -1.9% |
| YTD | -21.1% | -7.9% | -13.2% | -19.8% |
| 1Y | -67.1% | -9.4% | -57.6% | -66.6% |
| 3Y | +88.9% | +29.0% | +59.9% | +86.2% |
| All | +11.1% | +25.5% | -14.4% | +11.4% |
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