+2,108.4%
STX vs NOC
+163.6%
+1,944.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.4% | +9.6% | +9.9% |
| 7D | -1.0% | +4.9% | -5.8% | -1.7% |
| 30D | -26.8% | +13.6% | -40.4% | -28.4% |
| 3M | -32.7% | -3.9% | -28.8% | -32.3% |
| 6M | -33.7% | +1.4% | -35.2% | -34.4% |
| YTD | +101.0% | -2.2% | +103.2% | +99.1% |
| 1Y | +92.7% | -1.2% | +93.9% | +90.2% |
| 3Y | +708.7% | +25.0% | +683.7% | +632.0% |
| 5Y | +504.0% | +66.0% | +438.0% | +368.3% |
| 10Y | +2,108.4% | +161.4% | +1,946.9% | +1,233.6% |
| All | +2,108.4% | +163.6% | +1,944.7% | +1,233.6% |
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 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