+184.5%
NOK vs SM
-1.2%
+185.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.5% | +1.0% |
| 7D | +9.3% | -0.2% | +9.6% | +9.4% |
| 30D | +17.9% | +20.3% | -2.4% | +16.3% |
| 3M | -22.3% | +22.9% | -45.2% | -23.7% |
| 6M | +36.4% | +47.8% | -11.5% | +31.1% |
| YTD | +66.3% | +107.5% | -41.2% | +54.7% |
| 1Y | +134.4% | +51.7% | +82.7% | +124.2% |
| All | +184.5% | -1.2% | +185.7% | +165.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling