+19.0%
NOK vs SFM
-36.8%
+55.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.9% | -2.3% |
| 7D | +5.4% | +6.0% | -0.7% | +6.5% |
| 30D | -14.1% | -19.5% | +5.3% | -16.8% |
| 3M | -23.6% | -37.0% | +13.4% | -28.8% |
| 6M | -45.1% | -41.0% | -4.1% | -49.1% |
| YTD | +24.7% | -34.6% | +59.4% | +20.1% |
| 1Y | +19.0% | -36.3% | +55.3% | +13.9% |
| All | +19.0% | -36.8% | +55.8% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling