+118.0%
NOK vs SIRI
+28.3%
+89.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.3% | +2.6% |
| 7D | -1.8% | +1.6% | -3.3% | -1.8% |
| 30D | +4.7% | -4.7% | +9.4% | +4.7% |
| 3M | -39.7% | +5.3% | -44.9% | -40.1% |
| 6M | +23.1% | +30.5% | -7.4% | +22.5% |
| YTD | +55.0% | +49.6% | +5.4% | +55.5% |
| 1Y | +118.0% | +28.5% | +89.5% | +124.4% |
| All | +118.0% | +28.3% | +89.7% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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