+127.6%
NOK vs SAP
+175.6%
-48.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.7% |
| 7D | +8.7% | -5.1% | +13.8% | +10.9% |
| 30D | +12.5% | -1.8% | +14.3% | +12.9% |
| 3M | -20.7% | +20.9% | -41.7% | -28.3% |
| 6M | +36.2% | +7.0% | +29.2% | +28.9% |
| YTD | +64.1% | -13.7% | +77.9% | +71.1% |
| 1Y | +132.4% | -19.6% | +152.0% | +149.9% |
| 3Y | +182.9% | +52.4% | +130.4% | +113.2% |
| 5Y | +102.8% | +54.4% | +48.4% | +47.6% |
| All | +127.6% | +175.6% | -48.0% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SAP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling