+3,058.8%
SPY vs NOC
+7,667.8%
-4,609.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -0.9% | +4.9% | -5.8% | -2.3% |
| 30D | -2.4% | +13.6% | -16.0% | -6.1% |
| 3M | -1.2% | -3.9% | +2.7% | -0.4% |
| 6M | +3.3% | +1.4% | +1.9% | +2.1% |
| YTD | +12.3% | -2.2% | +14.5% | +11.3% |
| 1Y | +12.4% | -1.2% | +13.6% | +11.0% |
| 3Y | +78.8% | +25.0% | +53.8% | +60.9% |
| 5Y | +75.2% | +66.0% | +9.2% | +40.5% |
| 10Y | +311.1% | +161.4% | +149.7% | +177.7% |
| All | +3,058.8% | +7,667.8% | -4,609.0% | +887.4% |
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 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