+190.9%
NOK vs SN
+496.6%
-305.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +6.1% |
| 7D | +7.3% | +0.1% | +7.1% | +7.2% |
| 30D | +13.8% | -5.6% | +19.4% | +14.5% |
| 3M | -27.0% | +48.1% | -75.1% | -30.8% |
| 6M | +37.6% | +57.6% | -20.0% | +29.0% |
| YTD | +64.6% | +56.5% | +8.1% | +54.2% |
| 1Y | +132.0% | +52.6% | +79.5% | +117.1% |
| 3Y | +183.7% | +412.0% | -228.3% | +139.3% |
| All | +190.9% | +496.6% | -305.8% | +145.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling