+127.9%
NOK vs SFM
+140.2%
-12.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.9% | -2.7% |
| 7D | +5.4% | +6.0% | -0.7% | +4.6% |
| 30D | -14.1% | -19.5% | +5.3% | -12.5% |
| 3M | -23.6% | -37.0% | +13.4% | -19.7% |
| 6M | -45.1% | -41.0% | -4.1% | -42.1% |
| YTD | +24.7% | -34.6% | +59.4% | +28.5% |
| 1Y | +19.0% | -36.3% | +55.3% | +23.0% |
| 3Y | +147.0% | +24.5% | +122.5% | +115.3% |
| 5Y | +58.2% | +115.9% | -57.7% | +18.6% |
| All | +127.9% | +140.2% | -12.2% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling