+138.6%
NOK vs SIRI
-10.2%
+148.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +4.6% |
| 7D | +11.0% | +0.6% | +10.4% | +10.8% |
| 30D | +7.8% | +2.5% | +5.4% | +7.1% |
| 3M | -21.0% | +6.6% | -27.6% | -22.7% |
| 6M | +40.9% | +32.9% | +8.0% | +30.6% |
| YTD | +72.0% | +50.5% | +21.6% | +54.1% |
| 1Y | +140.9% | +28.0% | +112.9% | +123.4% |
| 3Y | +194.3% | -22.4% | +216.7% | +195.3% |
| 5Y | +112.5% | -41.3% | +153.8% | +116.1% |
| All | +138.6% | -10.2% | +148.8% | +93.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling