+130.6%
NOK vs SAP
+179.9%
-49.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.5% |
| 7D | +9.3% | -0.3% | +9.6% | +9.3% |
| 30D | +17.9% | +0.3% | +17.6% | +17.3% |
| 3M | -22.3% | +16.9% | -39.2% | -28.5% |
| 6M | +36.4% | +6.3% | +30.0% | +29.7% |
| YTD | +66.3% | -12.4% | +78.7% | +72.3% |
| 1Y | +134.4% | -21.6% | +156.0% | +155.6% |
| 3Y | +186.6% | +54.8% | +131.8% | +114.7% |
| 5Y | +102.7% | +56.2% | +46.5% | +46.9% |
| All | +130.6% | +179.9% | -49.3% | +4.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling