+139.2%
NOK vs SMR
-14.3%
+153.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -15.7% | +20.5% | +5.9% |
| 7D | +11.0% | -11.2% | +22.2% | +11.7% |
| 30D | +7.8% | -10.2% | +18.1% | +8.4% |
| 3M | -21.0% | -10.0% | -11.0% | -20.8% |
| 6M | +40.9% | -30.5% | +71.3% | +42.7% |
| YTD | +72.0% | -39.2% | +111.3% | +74.6% |
| 1Y | +140.9% | -75.5% | +216.4% | +154.7% |
| 3Y | +194.3% | +45.4% | +148.8% | +155.9% |
| All | +139.2% | -14.3% | +153.5% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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