+657.6%
STM vs NOC
+187.2%
+470.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +5.2% | -2.7% | +7.9% | +5.6% |
| 30D | -7.4% | -8.9% | +1.5% | -6.2% |
| 3M | -30.6% | -3.7% | -27.0% | -30.5% |
| 6M | +66.4% | -30.8% | +97.2% | +76.6% |
| YTD | +101.1% | -7.9% | +109.1% | +101.1% |
| 1Y | +97.4% | -9.4% | +106.8% | +97.7% |
| 3Y | +21.1% | +29.0% | -7.8% | +9.1% |
| 5Y | +22.5% | +56.1% | -33.6% | -1.8% |
| 10Y | +657.6% | +186.3% | +471.3% | +360.4% |
| All | +657.6% | +187.2% | +470.4% | +360.4% |
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 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