+2,285.7%
STM vs NOC
+5,223.9%
-2,938.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.8% |
| 7D | +5.8% | -5.2% | +11.0% | +7.8% |
| 30D | -1.0% | -7.2% | +6.2% | +1.4% |
| 3M | -33.3% | -5.1% | -28.2% | -32.7% |
| 6M | +57.4% | -31.1% | +88.4% | +77.4% |
| YTD | +102.2% | -8.6% | +110.8% | +103.6% |
| 1Y | +99.6% | -9.7% | +109.3% | +101.3% |
| 3Y | +14.5% | +24.3% | -9.8% | -2.2% |
| 5Y | +21.4% | +52.6% | -31.3% | -9.5% |
| 10Y | +695.0% | +183.6% | +511.4% | +332.1% |
| All | +2,285.7% | +5,223.9% | -2,938.1% | +288.5% |
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 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