+75.2%
SPY vs NOC
+65.5%
+9.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | -0.9% | +4.9% | -5.8% | -1.3% |
| 30D | -2.4% | +13.6% | -16.0% | -3.5% |
| 3M | -1.2% | -3.9% | +2.7% | -0.9% |
| 6M | +3.3% | +1.4% | +1.9% | +3.0% |
| YTD | +12.3% | -2.2% | +14.5% | +11.9% |
| 1Y | +12.4% | -1.2% | +13.6% | +11.9% |
| 3Y | +78.8% | +25.0% | +53.8% | +71.3% |
| 5Y | +75.2% | +66.0% | +9.2% | +56.8% |
| All | +75.2% | +65.5% | +9.7% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling