+1,144.9%
STX vs NOC
+56.8%
+1,088.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.7% | +5.8% | +6.5% |
| 7D | +10.7% | -2.7% | +13.4% | +10.5% |
| 30D | +11.3% | -8.9% | +20.1% | +10.5% |
| 3M | +3.2% | -3.7% | +6.9% | +3.2% |
| 6M | +157.0% | -30.8% | +187.8% | +155.7% |
| YTD | +229.2% | -7.9% | +237.2% | +228.3% |
| 1Y | +381.8% | -9.4% | +391.3% | +380.1% |
| 3Y | +1,383.2% | +29.0% | +1,354.2% | +1,372.6% |
| 5Y | +1,144.9% | +56.1% | +1,088.8% | +1,160.8% |
| All | +1,144.9% | +56.8% | +1,088.1% | +1,160.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling