+78.5%
SPY vs NOC
+26.5%
+51.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +0.5% | -2.7% | +3.2% | +0.6% |
| 30D | -0.9% | -8.9% | +7.9% | -0.7% |
| 3M | +3.9% | -3.7% | +7.6% | +4.0% |
| 6M | +14.5% | -30.8% | +45.3% | +15.6% |
| YTD | +12.9% | -7.9% | +20.9% | +13.0% |
| 1Y | +19.4% | -9.4% | +28.8% | +19.5% |
| 3Y | +78.5% | +29.0% | +49.5% | +75.8% |
| All | +78.5% | +26.5% | +51.9% | +75.8% |
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