+183.7%
NOK vs SAP
+56.7%
+127.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.7% | +7.9% | +6.4% |
| 7D | +7.3% | -0.3% | +7.5% | +7.2% |
| 30D | +13.8% | +2.6% | +11.2% | +13.2% |
| 3M | -27.0% | +16.3% | -43.3% | -28.3% |
| 6M | +37.6% | +6.4% | +31.2% | +38.9% |
| YTD | +64.6% | -11.4% | +76.0% | +76.9% |
| 1Y | +132.0% | -20.4% | +152.4% | +158.2% |
| 3Y | +183.7% | +56.5% | +127.1% | +161.9% |
| All | +183.7% | +56.7% | +127.0% | +161.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling