-39.4%
NOK vs SE
-12.8%
-26.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.7% | +6.0% | +2.8% |
| 7D | +2.2% | -7.7% | +9.9% | +3.2% |
| 30D | -14.7% | -22.8% | +8.1% | -13.1% |
| 3M | -10.6% | -43.7% | +33.1% | -7.3% |
| 6M | -39.4% | -12.8% | -26.5% | -38.2% |
| All | -39.4% | -12.8% | -26.6% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 6mo: compounded portfolio wealth divided by compounded SE 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…
6mo analysis · Full analysis span regression · 6 months rolling