+5,740.6%
SNPS vs NOC
+10,391.4%
-4,650.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -2.0% |
| 7D | -0.6% | -0.3% | -0.3% | -0.6% |
| 30D | -9.8% | +14.1% | -23.9% | -13.1% |
| 3M | +11.7% | -4.6% | +16.4% | +12.6% |
| 6M | -10.9% | +0.7% | -11.7% | -11.9% |
| YTD | -2.1% | -2.6% | +0.5% | -3.1% |
| 1Y | +14.8% | -1.0% | +15.7% | +13.0% |
| 3Y | -11.3% | +24.5% | -35.8% | -19.8% |
| 5Y | +36.2% | +64.3% | -28.1% | +10.2% |
| 10Y | +684.5% | +162.8% | +521.7% | +435.0% |
| All | +5,740.6% | +10,391.4% | -4,650.8% | +1,444.6% |
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