+138.6%
NOK vs SGI
+270.1%
-131.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +4.6% |
| 7D | +11.0% | -4.5% | +15.4% | +12.1% |
| 30D | +7.8% | +4.2% | +3.7% | +6.7% |
| 3M | -21.0% | -7.4% | -13.6% | -19.9% |
| 6M | +40.9% | -15.1% | +55.9% | +44.8% |
| YTD | +72.0% | -24.7% | +96.7% | +80.8% |
| 1Y | +140.9% | -21.8% | +162.7% | +150.5% |
| 3Y | +194.3% | +50.0% | +144.2% | +160.0% |
| 5Y | +112.5% | +48.9% | +63.6% | +81.6% |
| All | +138.6% | +270.1% | -131.5% | +55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling