+1,383.2%
STX vs NOC
+26.5%
+1,356.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.7% | +5.8% | +6.6% |
| 7D | +10.7% | -2.7% | +13.4% | +10.2% |
| 30D | +11.3% | -8.9% | +20.1% | +9.6% |
| 3M | +3.2% | -3.7% | +6.9% | +3.1% |
| 6M | +157.0% | -30.8% | +187.8% | +151.8% |
| YTD | +229.2% | -7.9% | +237.2% | +227.9% |
| 1Y | +381.8% | -9.4% | +391.3% | +379.2% |
| 3Y | +1,383.2% | +29.0% | +1,354.2% | +1,415.6% |
| All | +1,383.2% | +26.5% | +1,356.6% | +1,415.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling