+823.3%
SPYM vs NOC
+1,491.7%
-668.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +0.6% | -2.7% | +3.3% | +1.5% |
| 30D | -0.9% | -8.9% | +7.9% | +2.1% |
| 3M | +3.9% | -3.7% | +7.6% | +4.7% |
| 6M | +14.5% | -30.8% | +45.4% | +29.1% |
| YTD | +13.0% | -7.9% | +20.9% | +14.4% |
| 1Y | +19.4% | -9.4% | +28.9% | +21.4% |
| 3Y | +78.9% | +29.0% | +49.9% | +54.5% |
| 5Y | +82.3% | +56.1% | +26.3% | +40.4% |
| 10Y | +314.7% | +186.3% | +128.5% | +135.0% |
| All | +823.3% | +1,491.7% | -668.4% | +146.0% |
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