+1,312.4%
NOK vs SM
+1,216.3%
+96.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.6% | -3.3% | +1.5% |
| 7D | +2.2% | +0.3% | +1.9% | +2.2% |
| 30D | -14.7% | -17.3% | +2.6% | -12.6% |
| 3M | -10.6% | -3.6% | -7.0% | -10.7% |
| 6M | -39.4% | +2.9% | -42.3% | -40.6% |
| YTD | +30.4% | +70.2% | -39.8% | +17.9% |
| 1Y | +22.3% | +66.5% | -44.2% | +10.7% |
| 3Y | +157.6% | -8.2% | +165.8% | +146.7% |
| 5Y | +64.6% | -1.5% | +66.0% | +49.9% |
| 10Y | +132.5% | +11.9% | +120.6% | +47.1% |
| All | +1,312.4% | +1,216.3% | +96.2% | +449.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling