+3,094.0%
SPY vs NOC
+7,160.6%
-4,066.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.3% |
| 7D | +0.1% | -5.2% | +5.3% | +1.7% |
| 30D | +0.1% | -7.2% | +7.3% | +2.1% |
| 3M | +2.0% | -5.1% | +7.1% | +3.2% |
| 6M | +13.0% | -31.1% | +44.1% | +25.3% |
| YTD | +13.5% | -8.6% | +22.1% | +15.1% |
| 1Y | +20.0% | -9.7% | +29.7% | +21.9% |
| 3Y | +77.2% | +24.3% | +52.9% | +59.4% |
| 5Y | +81.9% | +52.6% | +29.2% | +49.7% |
| 10Y | +314.1% | +183.6% | +130.5% | +173.0% |
| All | +3,094.0% | +7,160.6% | -4,066.5% | +921.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling