+147.0%
NOK vs SGI
+67.2%
+79.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.6% |
| 7D | +5.4% | -5.3% | +10.7% | +6.4% |
| 30D | -14.1% | -2.1% | -12.1% | -14.3% |
| 3M | -23.6% | -8.2% | -15.4% | -22.8% |
| 6M | -45.1% | -4.6% | -40.6% | -45.3% |
| YTD | +24.7% | -31.5% | +56.2% | +33.6% |
| 1Y | +19.0% | -30.8% | +49.8% | +27.0% |
| 3Y | +147.0% | +67.2% | +79.8% | +106.2% |
| All | +147.0% | +67.2% | +79.8% | +106.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling