+1,578.5%
NOK vs SAN
+2,373.6%
-795.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +3.0% |
| 7D | -1.8% | +1.8% | -3.5% | -2.7% |
| 30D | +4.7% | +2.0% | +2.7% | +3.6% |
| 3M | -39.7% | +19.7% | -59.4% | -44.6% |
| 6M | +23.1% | +30.6% | -7.6% | +7.3% |
| YTD | +55.0% | +28.8% | +26.2% | +34.7% |
| 1Y | +118.0% | +57.8% | +60.3% | +70.8% |
| 3Y | +170.5% | +338.1% | -167.6% | +23.7% |
| 5Y | +84.9% | +384.2% | -299.4% | -23.0% |
| 10Y | +112.0% | +353.2% | -241.2% | -20.9% |
| All | +1,578.5% | +2,373.6% | -795.1% | +129.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling