+1,250.5%
NOK vs SAN
+1,948.1%
-697.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.9% |
| 7D | +5.4% | +4.0% | +1.3% | +3.4% |
| 30D | -14.1% | -7.8% | -6.3% | -11.0% |
| 3M | -23.6% | -16.4% | -7.2% | -17.1% |
| 6M | -45.1% | +3.5% | -48.7% | -46.3% |
| YTD | +24.7% | +6.7% | +18.0% | +18.3% |
| 1Y | +19.0% | +14.5% | +4.5% | +8.8% |
| 3Y | +147.0% | +243.5% | -96.5% | +27.1% |
| 5Y | +58.2% | +296.2% | -238.0% | -27.4% |
| 10Y | +122.3% | +268.5% | -146.2% | -8.1% |
| All | +1,250.5% | +1,948.1% | -697.6% | +101.9% |
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