+254.7%
NOK vs SFM
+132.6%
+122.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.2% | +2.3% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | +4.7% | -4.4% | +9.1% | +5.2% |
| 3M | -39.7% | +1.5% | -41.2% | -40.1% |
| 6M | +23.1% | +6.5% | +16.6% | +20.5% |
| YTD | +55.0% | +2.2% | +52.9% | +52.3% |
| 1Y | +118.0% | -41.9% | +159.9% | +133.2% |
| 3Y | +170.5% | +106.8% | +63.7% | +126.8% |
| 5Y | +84.9% | +231.6% | -146.7% | +38.4% |
| 10Y | +112.0% | +258.4% | -146.4% | +50.7% |
| All | +254.7% | +132.6% | +122.1% | +180.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling