+181.6%
NOK vs SPG
+111.6%
+69.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.2% | +5.0% | +5.9% |
| 7D | +7.3% | 0.0% | +7.2% | +7.3% |
| 30D | +13.8% | -4.9% | +18.7% | +15.0% |
| 3M | -27.0% | +3.3% | -30.3% | -28.2% |
| 6M | +37.6% | +11.2% | +26.4% | +31.9% |
| YTD | +64.6% | +17.1% | +47.6% | +55.1% |
| 1Y | +132.0% | +21.6% | +110.4% | +115.1% |
| All | +181.6% | +111.6% | +69.9% | +102.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling