+1,248.5%
NOK vs SIRI
-18.6%
+1,267.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | +9.3% | -3.9% | +13.3% | +9.8% |
| 30D | +17.9% | -0.8% | +18.7% | +17.9% |
| 3M | -22.3% | +4.3% | -26.6% | -22.8% |
| 6M | +36.4% | +34.1% | +2.3% | +31.9% |
| YTD | +66.3% | +47.3% | +19.0% | +59.1% |
| 1Y | +134.4% | +22.9% | +111.5% | +128.0% |
| 3Y | +186.6% | -24.6% | +211.2% | +187.2% |
| 5Y | +102.7% | -43.2% | +145.9% | +105.7% |
| 10Y | +129.8% | -12.3% | +142.1% | +123.8% |
| All | +1,248.5% | -18.6% | +1,267.2% | +923.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling