+127.6%
NOK vs SPG
+64.3%
+63.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +8.7% | -2.2% | +10.9% | +9.3% |
| 30D | +12.5% | -5.8% | +18.3% | +14.1% |
| 3M | -20.7% | -2.8% | -17.9% | -20.5% |
| 6M | +36.2% | +8.9% | +27.3% | +32.3% |
| YTD | +64.1% | +14.3% | +49.9% | +57.4% |
| 1Y | +132.4% | +19.5% | +112.9% | +119.7% |
| 3Y | +182.9% | +106.9% | +76.0% | +130.5% |
| 5Y | +102.8% | +108.7% | -5.9% | +63.8% |
| All | +127.6% | +64.3% | +63.3% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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