+45.6%
SO vs NOC
+27.2%
+18.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.3% |
| 7D | -0.2% | -5.2% | +5.0% | +0.9% |
| 30D | -4.6% | -7.2% | +2.6% | -3.3% |
| 3M | -3.0% | -5.1% | +2.1% | -2.2% |
| 6M | -8.3% | -31.1% | +22.8% | -1.9% |
| YTD | +3.5% | -8.6% | +12.1% | +4.7% |
| 1Y | -0.9% | -9.7% | +8.8% | +0.3% |
| All | +45.6% | +27.2% | +18.4% | +37.9% |
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