+57.4%
STM vs NOC
-31.4%
+88.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +0.6% |
| 7D | +5.8% | -5.2% | +11.0% | +3.1% |
| 30D | -1.0% | -7.2% | +6.2% | -4.4% |
| 3M | -33.3% | -5.1% | -28.2% | -33.2% |
| 6M | +57.4% | -31.1% | +88.4% | +63.5% |
| All | +57.4% | -31.4% | +88.8% | +63.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling