+74.2%
XLF vs NOC
+28.9%
+45.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.5% | +0.8% | -2.2% | -1.5% |
| 30D | -1.2% | -9.7% | +8.5% | -0.1% |
| 3M | +9.2% | -5.6% | +14.8% | +9.7% |
| 6M | +16.3% | -28.6% | +44.9% | +19.6% |
| YTD | +5.4% | -7.9% | +13.3% | +5.5% |
| 1Y | +7.6% | -9.5% | +17.1% | +7.9% |
| 3Y | +74.2% | +28.4% | +45.8% | +68.6% |
| All | +74.2% | +28.9% | +45.3% | +68.6% |
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