+21.3%
NOK vs SBAC
+2.4%
+18.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.8% | -8.4% | -2.7% |
| 7D | -10.4% | +5.8% | -16.2% | -10.5% |
| 30D | -19.0% | +20.8% | -39.8% | -19.8% |
| 3M | -16.7% | +4.8% | -21.5% | -17.1% |
| 6M | -37.1% | -9.1% | -28.0% | -36.0% |
| YTD | +27.7% | +3.1% | +24.6% | +24.9% |
| 1Y | +21.3% | +2.2% | +19.1% | +19.0% |
| All | +21.3% | +2.4% | +18.9% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling