-20.8%
NOK vs SBAC
+2,222.3%
-2,243.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.8% |
| 7D | +5.4% | +0.6% | +4.7% | +5.2% |
| 30D | -14.1% | +5.5% | -19.6% | -15.2% |
| 3M | -23.6% | +3.1% | -26.7% | -24.2% |
| 6M | -45.1% | -7.0% | -38.1% | -44.8% |
| YTD | +24.7% | +0.5% | +24.2% | +22.9% |
| 1Y | +19.0% | +0.2% | +18.8% | +17.3% |
| 3Y | +147.0% | -7.4% | +154.4% | +144.3% |
| 5Y | +58.2% | -39.7% | +97.9% | +68.8% |
| 10Y | +122.3% | +112.5% | +9.7% | +83.5% |
| All | -20.8% | +2,222.3% | -2,243.1% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling