+16,011.1%
STX vs NOC
+1,828.9%
+14,182.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.5% | +8.9% | +7.4% |
| 7D | +2.4% | -5.2% | +7.5% | +4.6% |
| 30D | +1.4% | -7.2% | +8.6% | +4.3% |
| 3M | -8.2% | -5.1% | -3.1% | -7.4% |
| 6M | +127.0% | -31.1% | +158.1% | +162.3% |
| YTD | +209.1% | -8.6% | +217.7% | +211.7% |
| 1Y | +365.4% | -9.7% | +375.2% | +368.1% |
| 3Y | +1,135.4% | +24.3% | +1,111.1% | +909.9% |
| 5Y | +991.5% | +52.6% | +938.9% | +644.4% |
| 10Y | +3,695.8% | +183.6% | +3,512.2% | +1,510.8% |
| All | +16,011.1% | +1,828.9% | +14,182.2% | +1,748.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling