+97.4%
STM vs NOC
-8.3%
+105.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.3% |
| 7D | +5.2% | -2.7% | +7.9% | +4.4% |
| 30D | -7.4% | -8.9% | +1.5% | -9.8% |
| 3M | -30.6% | -3.7% | -27.0% | -30.7% |
| 6M | +66.4% | -30.8% | +97.2% | +60.7% |
| YTD | +101.1% | -7.9% | +109.1% | +92.8% |
| 1Y | +97.4% | -9.4% | +106.8% | +87.5% |
| All | +97.4% | -8.3% | +105.7% | +87.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling