+1,578.5%
NOK vs SM
+1,439.3%
+139.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.5% | +5.2% | +3.0% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | +4.7% | +26.3% | -21.6% | +1.0% |
| 3M | -39.7% | +8.7% | -48.3% | -40.9% |
| 6M | +23.1% | +51.7% | -28.6% | +14.1% |
| YTD | +55.0% | +99.0% | -44.0% | +37.8% |
| 1Y | +118.0% | +34.6% | +83.5% | +104.0% |
| 3Y | +170.5% | -7.8% | +178.2% | +159.8% |
| 5Y | +84.9% | +104.8% | -19.9% | +50.8% |
| 10Y | +112.0% | +7.2% | +104.7% | +36.4% |
| All | +1,578.5% | +1,439.3% | +139.2% | +542.2% |
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