+252.8%
SPOT vs NOC
+72.2%
+180.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -3.1% | +0.8% | -3.8% | -3.1% |
| 30D | +7.4% | -9.7% | +17.1% | +7.5% |
| 3M | +8.2% | -5.6% | +13.8% | +8.3% |
| 6M | +2.2% | -28.6% | +30.8% | +2.5% |
| YTD | -9.5% | -7.9% | -1.6% | -9.4% |
| 1Y | -23.8% | -9.5% | -14.3% | -23.8% |
| 3Y | +233.5% | +28.4% | +205.1% | +227.5% |
| 5Y | +112.2% | +59.0% | +53.3% | +103.2% |
| All | +252.8% | +72.2% | +180.6% | +200.4% |
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