+646.2%
STX vs NOC
+22.9%
+623.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.7% | +7.1% | +10.3% |
| 7D | -14.8% | -2.9% | -11.8% | -15.4% |
| 30D | -35.4% | +12.1% | -47.5% | -33.5% |
| 3M | -37.7% | -5.3% | -32.4% | -37.9% |
| 6M | -35.2% | -1.0% | -34.2% | -34.5% |
| YTD | +84.4% | -4.3% | +88.7% | +86.1% |
| 1Y | +82.3% | -3.6% | +85.9% | +84.3% |
| 3Y | +646.2% | +22.9% | +623.3% | +704.7% |
| All | +646.2% | +22.9% | +623.4% | +704.7% |
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