+184.5%
NOK vs SBAC
-8.7%
+193.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.2% |
| 7D | +9.3% | +0.2% | +9.2% | +9.3% |
| 30D | +17.9% | +3.9% | +14.0% | +17.3% |
| 3M | -22.3% | -8.2% | -14.1% | -21.3% |
| 6M | +36.4% | -2.8% | +39.2% | +35.5% |
| YTD | +66.3% | -1.5% | +67.8% | +64.8% |
| 1Y | +134.4% | 0.0% | +134.4% | +131.1% |
| All | +184.5% | -8.7% | +193.2% | +176.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling