+102.7%
NOK vs SAP
+55.3%
+47.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.4% |
| 7D | +9.3% | -0.3% | +9.6% | +9.3% |
| 30D | +17.9% | +0.3% | +17.6% | +17.4% |
| 3M | -22.3% | +16.9% | -39.2% | -26.9% |
| 6M | +36.4% | +6.3% | +30.0% | +32.8% |
| YTD | +66.3% | -12.4% | +78.7% | +76.0% |
| 1Y | +134.4% | -21.6% | +156.0% | +160.7% |
| 3Y | +186.6% | +54.8% | +131.8% | +116.3% |
| 5Y | +102.7% | +56.2% | +46.5% | +43.3% |
| All | +102.7% | +55.3% | +47.4% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling