-12.9%
SNPS vs NOC
+24.7%
-37.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.9% | -1.6% |
| 7D | +1.1% | +4.8% | -3.8% | +1.5% |
| 30D | -5.2% | +11.0% | -16.2% | -4.2% |
| 3M | +10.6% | -3.8% | +14.3% | +10.7% |
| 6M | -10.6% | +0.6% | -11.3% | -10.1% |
| YTD | -3.1% | -2.3% | -0.8% | -2.8% |
| 1Y | +15.6% | +0.3% | +15.3% | +16.0% |
| 3Y | -12.9% | +24.6% | -37.6% | -6.2% |
| All | -12.9% | +24.7% | -37.6% | -6.2% |
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