-9.2%
STM vs NOC
+60.7%
-69.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.7% | +4.1% | +7.1% |
| 7D | -5.6% | -2.9% | -2.6% | -6.0% |
| 30D | -14.4% | +12.1% | -26.6% | -13.1% |
| 3M | -20.5% | -5.3% | -15.2% | -20.7% |
| 6M | -24.5% | -1.0% | -23.5% | -24.1% |
| YTD | +72.7% | -4.3% | +77.0% | +72.8% |
| 1Y | +91.0% | -3.6% | +94.7% | +91.2% |
| 3Y | +13.5% | +22.9% | -9.4% | +16.2% |
| 5Y | -9.2% | +60.4% | -69.6% | -6.4% |
| All | -9.2% | +60.7% | -69.9% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling