+286.6%
NOK vs SAP
+2,448.5%
-2,161.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.7% |
| 7D | +5.4% | +0.6% | +4.7% | +5.1% |
| 30D | -14.1% | +6.5% | -20.7% | -17.3% |
| 3M | -23.6% | +12.2% | -35.8% | -28.8% |
| 6M | -45.1% | +46.1% | -91.2% | -56.3% |
| YTD | +24.7% | -1.6% | +26.3% | +18.2% |
| 1Y | +19.0% | -5.1% | +24.1% | +14.8% |
| 3Y | +147.0% | +68.4% | +78.7% | +74.4% |
| 5Y | +58.2% | +79.4% | -21.3% | +6.6% |
| 10Y | +122.3% | +230.5% | -108.2% | +5.3% |
| All | +286.6% | +2,448.5% | -2,161.8% | -12.6% |
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 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