+257.6%
NOK vs SITM
+4,437.5%
-4,179.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | +9.3% | +3.7% | +5.6% | +8.7% |
| 30D | +17.9% | -14.5% | +32.4% | +20.5% |
| 3M | -22.3% | -10.6% | -11.7% | -21.6% |
| 6M | +36.4% | +65.5% | -29.2% | +25.0% |
| YTD | +66.3% | +67.0% | -0.7% | +51.4% |
| 1Y | +134.4% | +138.6% | -4.2% | +100.3% |
| 3Y | +186.6% | +421.8% | -235.2% | +103.6% |
| 5Y | +102.7% | +172.4% | -69.7% | +46.5% |
| All | +257.6% | +4,437.5% | -4,179.9% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling