+102.7%
NOK vs SAN
+384.1%
-281.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.5% |
| 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% | -27.4% |
| 6M | +36.4% | +32.7% | +3.7% | +21.8% |
| YTD | +66.3% | +26.7% | +39.6% | +50.0% |
| 1Y | +134.4% | +51.6% | +82.8% | +96.0% |
| 3Y | +186.6% | +348.7% | -162.2% | +49.8% |
| 5Y | +102.7% | +378.7% | -276.0% | -4.3% |
| All | +102.7% | +384.1% | -281.4% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling