+196.4%
SO vs NOC
+160.0%
+36.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +1.4% | +4.8% | -3.5% | -0.2% |
| 30D | +4.7% | +11.0% | -6.3% | +1.1% |
| 3M | +1.7% | -3.8% | +5.5% | +2.7% |
| 6M | +2.2% | +0.6% | +1.5% | +1.4% |
| YTD | +10.0% | -2.3% | +12.3% | +9.4% |
| 1Y | +6.0% | +0.3% | +5.8% | +4.5% |
| 3Y | +54.1% | +24.6% | +29.5% | +38.2% |
| 5Y | +79.6% | +66.0% | +13.7% | +39.3% |
| All | +196.4% | +160.0% | +36.4% | +113.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling