+115.1%
NOK vs SITM
+187.3%
-72.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.5% | -0.7% | +3.9% |
| 7D | +11.0% | +3.9% | +7.1% | +10.2% |
| 30D | +7.8% | -6.6% | +14.4% | +8.9% |
| 3M | -21.0% | -11.9% | -9.1% | -20.1% |
| 6M | +40.9% | +81.1% | -40.2% | +26.4% |
| YTD | +72.0% | +80.0% | -8.0% | +53.6% |
| 1Y | +140.9% | +145.8% | -4.9% | +102.3% |
| 3Y | +194.3% | +475.9% | -281.6% | +97.3% |
| All | +115.1% | +187.3% | -72.2% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling