+115.1%
NOK vs SM
+108.4%
+6.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.8% |
| 7D | +11.0% | +4.6% | +6.4% | +10.4% |
| 30D | +7.8% | +18.2% | -10.4% | +5.8% |
| 3M | -21.0% | +22.5% | -43.5% | -23.2% |
| 6M | +40.9% | +50.6% | -9.7% | +32.6% |
| YTD | +72.0% | +108.1% | -36.1% | +55.0% |
| 1Y | +140.9% | +46.0% | +94.9% | +126.4% |
| 3Y | +194.3% | +2.9% | +191.4% | +181.2% |
| All | +115.1% | +108.4% | +6.7% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling