+127.6%
NOK vs SFM
+268.6%
-140.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | +8.7% | -8.8% | +17.5% | +10.0% |
| 30D | +12.5% | -14.5% | +27.0% | +14.8% |
| 3M | -20.7% | -16.8% | -3.9% | -19.1% |
| 6M | +36.2% | -5.3% | +41.5% | +35.4% |
| YTD | +64.1% | -9.4% | +73.5% | +63.8% |
| 1Y | +132.4% | -46.2% | +178.5% | +151.8% |
| 3Y | +182.9% | +81.3% | +101.6% | +137.1% |
| 5Y | +102.8% | +211.9% | -109.1% | +47.0% |
| All | +127.6% | +268.6% | -140.9% | +53.9% |
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