-53.7%
SMR vs NOC
+33.2%
-86.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.6% | -3.3% |
| 7D | -8.3% | +4.8% | -13.1% | -8.3% |
| 30D | -20.1% | +11.0% | -31.1% | -20.1% |
| 3M | -52.7% | -3.8% | -48.9% | -52.6% |
| 6M | -61.0% | +0.6% | -61.7% | -61.0% |
| YTD | -67.1% | -2.3% | -64.8% | -66.6% |
| 1Y | -79.9% | +0.3% | -80.1% | -79.5% |
| 3Y | +101.7% | +24.6% | +77.1% | +103.4% |
| All | -53.7% | +33.2% | -86.9% | -53.5% |
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