+1,285.7%
NOK vs SAN
+1,934.7%
-649.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -0.5% |
| 7D | +11.0% | +1.0% | +10.0% | +10.5% |
| 30D | -16.0% | -9.4% | -6.7% | -12.2% |
| 3M | -19.8% | -17.1% | -2.6% | -12.6% |
| 6M | -37.1% | +2.2% | -39.3% | -38.1% |
| YTD | +28.0% | +6.0% | +22.0% | +21.8% |
| 1Y | +17.9% | +12.7% | +5.2% | +8.7% |
| 3Y | +152.7% | +242.1% | -89.4% | +30.3% |
| 5Y | +62.3% | +293.6% | -231.3% | -25.2% |
| 10Y | +128.1% | +266.1% | -138.0% | -5.4% |
| All | +1,285.7% | +1,934.7% | -649.0% | +107.8% |
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