+415.1%
XLF vs NOC
+2,697.7%
-2,282.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.7% |
| 7D | +0.2% | -2.7% | +2.9% | +1.3% |
| 30D | -0.5% | -8.9% | +8.3% | +3.2% |
| 3M | +10.6% | -3.7% | +14.3% | +11.9% |
| 6M | +14.3% | -30.8% | +45.1% | +32.0% |
| YTD | +5.5% | -7.9% | +13.5% | +7.4% |
| 1Y | +9.6% | -9.4% | +19.0% | +12.0% |
| 3Y | +75.2% | +29.0% | +46.2% | +48.9% |
| 5Y | +65.5% | +56.1% | +9.5% | +24.2% |
| 10Y | +246.4% | +186.3% | +60.2% | +90.1% |
| All | +415.1% | +2,697.7% | -2,282.6% | +13.7% |
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