+269.9%
NOK vs SITM
+4,789.7%
-4,519.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.5% | -0.7% | +4.0% |
| 7D | +11.0% | +3.9% | +7.1% | +10.3% |
| 30D | +7.8% | -6.6% | +14.4% | +8.8% |
| 3M | -21.0% | -11.9% | -9.1% | -20.2% |
| 6M | +40.9% | +81.1% | -40.2% | +27.4% |
| YTD | +72.0% | +80.0% | -8.0% | +54.8% |
| 1Y | +140.9% | +145.8% | -4.9% | +104.9% |
| 3Y | +194.3% | +475.9% | -281.6% | +105.9% |
| 5Y | +112.5% | +189.2% | -76.7% | +52.1% |
| All | +269.9% | +4,789.7% | -4,519.8% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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