+4,437.1%
SNDK vs NOC
+13.2%
+4,423.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -6.1% | +0.8% | -6.9% | -6.0% |
| 30D | +21.5% | -9.7% | +31.2% | +20.3% |
| 3M | -13.2% | -5.6% | -7.5% | -13.1% |
| 6M | +149.2% | -28.6% | +177.8% | +165.5% |
| YTD | +588.1% | -7.9% | +595.9% | +593.4% |
| 1Y | +1,837.5% | -9.5% | +1,847.1% | +1,853.2% |
| All | +4,437.1% | +13.2% | +4,423.9% | +3,839.0% |
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 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