+115.1%
NOK vs SNY
+9.4%
+105.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +11.0% | -3.3% | +14.3% | +11.7% |
| 30D | +7.8% | -2.2% | +10.0% | +8.2% |
| 3M | -21.0% | -3.0% | -18.0% | -20.8% |
| 6M | +40.9% | +2.7% | +38.1% | +38.6% |
| YTD | +72.0% | -6.8% | +78.9% | +73.7% |
| 1Y | +140.9% | -5.3% | +146.2% | +141.6% |
| 3Y | +194.3% | -9.8% | +204.0% | +194.3% |
| All | +115.1% | +9.4% | +105.7% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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