+127.6%
NOK vs SM
+23.2%
+104.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.3% |
| 7D | +8.7% | +2.1% | +6.6% | +8.5% |
| 30D | +12.5% | +18.1% | -5.6% | +10.8% |
| 3M | -20.7% | +17.0% | -37.7% | -22.2% |
| 6M | +36.2% | +55.4% | -19.3% | +30.0% |
| YTD | +64.1% | +108.6% | -44.4% | +52.5% |
| 1Y | +132.4% | +45.7% | +86.7% | +122.0% |
| 3Y | +182.9% | -0.3% | +183.2% | +174.7% |
| 5Y | +102.8% | +113.0% | -10.3% | +81.3% |
| All | +127.6% | +23.2% | +104.4% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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