+1,972.8%
STX vs NOC
+160.0%
+1,812.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.1% |
| 7D | +14.6% | +4.8% | +9.8% | +13.7% |
| 30D | -26.0% | +11.0% | -37.0% | -27.3% |
| 3M | -42.6% | -3.8% | -38.8% | -42.3% |
| 6M | -35.3% | +0.6% | -35.9% | -35.8% |
| YTD | +92.5% | -2.3% | +94.8% | +90.7% |
| 1Y | +102.4% | +0.3% | +102.1% | +99.1% |
| 3Y | +673.8% | +24.6% | +649.2% | +601.2% |
| 5Y | +463.1% | +66.0% | +397.1% | +336.6% |
| All | +1,972.8% | +160.0% | +1,812.8% | +1,163.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling