+102.7%
NOK vs SFM
+217.9%
-115.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +5.0% | +1.3% |
| 7D | +9.3% | -7.2% | +16.5% | +9.9% |
| 30D | +17.9% | -14.3% | +32.2% | +19.1% |
| 3M | -22.3% | -13.7% | -8.6% | -21.7% |
| 6M | +36.4% | -6.0% | +42.4% | +35.8% |
| YTD | +66.3% | -8.2% | +74.5% | +65.9% |
| 1Y | +134.4% | -46.2% | +180.7% | +148.6% |
| 3Y | +186.6% | +83.6% | +103.0% | +151.9% |
| 5Y | +102.7% | +212.7% | -110.0% | +60.4% |
| All | +102.7% | +217.9% | -115.2% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling