+132.4%
NOK vs SAN
+49.3%
+83.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +8.7% | -2.8% | +11.5% | +9.7% |
| 30D | +12.5% | -0.5% | +13.0% | +12.6% |
| 3M | -20.7% | +22.7% | -43.5% | -24.8% |
| 6M | +36.2% | +28.8% | +7.4% | +27.4% |
| YTD | +64.1% | +26.3% | +37.9% | +52.8% |
| 1Y | +132.4% | +48.8% | +83.5% | +110.7% |
| All | +132.4% | +49.3% | +83.1% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling