+380.5%
NOK vs SAP
+2,233.8%
-1,853.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.5% | +3.1% |
| 7D | -1.8% | -2.9% | +1.1% | -0.5% |
| 30D | +4.7% | +9.0% | -4.3% | 0.0% |
| 3M | -39.7% | +14.9% | -54.6% | -45.1% |
| 6M | +23.1% | +11.9% | +11.2% | +11.7% |
| YTD | +55.0% | -9.9% | +64.9% | +55.2% |
| 1Y | +118.0% | -19.5% | +137.6% | +130.1% |
| 3Y | +170.5% | +61.8% | +108.7% | +96.5% |
| 5Y | +84.9% | +56.2% | +28.7% | +34.7% |
| 10Y | +112.0% | +180.6% | -68.6% | +10.2% |
| All | +380.5% | +2,233.8% | -1,853.2% | +14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling