+158.3%
NOK vs SN
+441.3%
-283.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | +2.2% | +3.5% | -1.3% | +1.8% |
| 30D | -14.7% | +19.4% | -34.2% | -16.7% |
| 3M | -10.6% | +20.9% | -31.5% | -12.8% |
| 6M | -39.4% | +111.1% | -150.5% | -45.9% |
| YTD | +30.4% | +102.8% | -72.3% | +16.4% |
| 1Y | +22.3% | +146.2% | -123.9% | +5.3% |
| All | +158.3% | +441.3% | -283.0% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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