+115.1%
NOK vs SIRI
-41.5%
+156.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +4.7% |
| 7D | +11.0% | +0.6% | +10.4% | +10.9% |
| 30D | +7.8% | +2.5% | +5.4% | +7.5% |
| 3M | -21.0% | +6.6% | -27.6% | -21.9% |
| 6M | +40.9% | +32.9% | +8.0% | +35.6% |
| YTD | +72.0% | +50.5% | +21.6% | +62.7% |
| 1Y | +140.9% | +28.0% | +112.9% | +132.0% |
| 3Y | +194.3% | -22.4% | +216.7% | +196.8% |
| All | +115.1% | -41.5% | +156.6% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling