+123.8%
STX vs NOC
-7.1%
+130.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.5% | -3.6% | -9.7% |
| 7D | -20.2% | -5.0% | -15.2% | -21.7% |
| 30D | -37.2% | +10.3% | -47.5% | -34.4% |
| 3M | -34.1% | -4.3% | -29.7% | -34.0% |
| 6M | -24.5% | -6.5% | -17.9% | -23.2% |
| YTD | +102.9% | -6.7% | +109.7% | +102.3% |
| 1Y | +123.8% | -7.5% | +131.3% | +122.6% |
| All | +123.8% | -7.1% | +130.9% | +122.6% |
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