+366.2%
STX vs NOC
-9.7%
+376.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -2.3% |
| 7D | +9.6% | -1.6% | +11.1% | +8.9% |
| 30D | +10.6% | -10.4% | +21.0% | +6.3% |
| 3M | +4.8% | -5.6% | +10.4% | +4.1% |
| 6M | +137.3% | -30.4% | +167.6% | +128.8% |
| YTD | +222.5% | -8.5% | +231.0% | +229.9% |
| 1Y | +366.2% | -8.3% | +374.6% | +400.0% |
| All | +366.2% | -9.7% | +376.0% | +400.0% |
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