+60.7%
NOK vs SAP
+79.5%
-18.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +5.4% | +0.6% | +4.7% | +5.2% |
| 30D | -14.1% | +6.5% | -20.7% | -16.0% |
| 3M | -23.6% | +12.2% | -35.8% | -26.7% |
| 6M | -45.1% | +46.1% | -91.2% | -52.7% |
| YTD | +24.7% | -1.6% | +26.3% | +26.9% |
| 1Y | +19.0% | -5.1% | +24.1% | +23.2% |
| 3Y | +147.0% | +68.4% | +78.7% | +81.4% |
| All | +60.7% | +79.5% | -18.8% | +7.0% |
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