+173.9%
NOK vs SN
+490.7%
-316.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +2.8% |
| 7D | -1.8% | -9.3% | +7.6% | -0.6% |
| 30D | +4.7% | -4.8% | +9.5% | +5.3% |
| 3M | -39.7% | +40.4% | -80.1% | -42.3% |
| 6M | +23.1% | +50.9% | -27.9% | +16.0% |
| YTD | +55.0% | +54.9% | +0.1% | +45.4% |
| 1Y | +118.0% | +43.0% | +75.0% | +105.6% |
| 3Y | +170.5% | +391.8% | -221.3% | +128.5% |
| All | +173.9% | +490.7% | -316.8% | +131.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling