+184.5%
NOK vs SAN
+343.8%
-159.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | +9.3% | -0.5% | +9.8% | +9.5% |
| 30D | +17.9% | -0.1% | +17.9% | +17.8% |
| 3M | -22.3% | +19.6% | -42.0% | -26.7% |
| 6M | +36.4% | +32.7% | +3.7% | +24.1% |
| YTD | +66.3% | +26.7% | +39.6% | +52.3% |
| 1Y | +134.4% | +51.6% | +82.8% | +101.2% |
| All | +184.5% | +343.8% | -159.3% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling