+102.8%
NOK vs SGI
+45.9%
+56.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -0.5% |
| 7D | +8.7% | -4.9% | +13.6% | +10.2% |
| 30D | +12.5% | +1.6% | +10.9% | +11.7% |
| 3M | -20.7% | -3.2% | -17.6% | -20.4% |
| 6M | +36.2% | -16.0% | +52.2% | +41.4% |
| YTD | +64.1% | -25.4% | +89.6% | +75.3% |
| 1Y | +132.4% | -21.6% | +154.0% | +143.5% |
| 3Y | +182.9% | +52.9% | +130.0% | +136.4% |
| 5Y | +102.8% | +47.5% | +55.3% | +60.8% |
| All | +102.8% | +45.9% | +56.9% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling