+21.3%
NOK vs SGI
-10.7%
+32.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.8% | -9.4% | -2.9% |
| 7D | -10.4% | +12.1% | -22.5% | -10.9% |
| 30D | -19.0% | +12.1% | -31.1% | -19.7% |
| 3M | -16.7% | +0.4% | -17.2% | -16.3% |
| 6M | -37.1% | -4.0% | -33.1% | -36.0% |
| YTD | +27.7% | -21.2% | +48.9% | +30.3% |
| 1Y | +21.3% | -12.1% | +33.4% | +21.5% |
| All | +21.3% | -10.7% | +32.0% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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