+21.1%
NOK vs SGI
+2,073.9%
-2,052.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.3% |
| 7D | +7.3% | +9.3% | -2.0% | +5.1% |
| 30D | +13.8% | +6.9% | +6.9% | +11.9% |
| 3M | -27.0% | +2.8% | -29.9% | -27.8% |
| 6M | +37.6% | -12.6% | +50.2% | +40.4% |
| YTD | +64.6% | -21.5% | +86.1% | +71.2% |
| 1Y | +132.0% | -18.8% | +150.8% | +139.0% |
| 3Y | +183.7% | +60.8% | +122.8% | +148.0% |
| 5Y | +101.3% | +60.0% | +41.3% | +71.4% |
| 10Y | +122.4% | +267.8% | -145.4% | +41.5% |
| All | +21.1% | +2,073.9% | -2,052.8% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling