+316.9%
SPYM vs NOC
+192.5%
+124.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.0% | +0.8% | -1.8% | -1.2% |
| 30D | -1.3% | -9.7% | +8.4% | +1.1% |
| 3M | +3.6% | -5.6% | +9.2% | +4.8% |
| 6M | +13.3% | -28.6% | +41.9% | +23.0% |
| YTD | +12.4% | -7.9% | +20.3% | +13.4% |
| 1Y | +17.3% | -9.5% | +26.8% | +18.7% |
| 3Y | +76.8% | +28.4% | +48.4% | +57.2% |
| 5Y | +83.6% | +59.0% | +24.7% | +45.5% |
| All | +316.9% | +192.5% | +124.4% | +173.8% |
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 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