+102.7%
NOK vs SPG
+104.0%
-1.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.5% | +1.9% |
| 7D | +9.3% | -1.7% | +11.0% | +10.0% |
| 30D | +17.9% | -6.3% | +24.1% | +20.7% |
| 3M | -22.3% | -2.4% | -19.9% | -22.2% |
| 6M | +36.4% | +9.6% | +26.7% | +29.4% |
| YTD | +66.3% | +14.2% | +52.1% | +54.8% |
| 1Y | +134.4% | +19.3% | +115.1% | +113.0% |
| 3Y | +186.6% | +106.7% | +79.9% | +94.2% |
| 5Y | +102.7% | +104.2% | -1.5% | +37.4% |
| All | +102.7% | +104.0% | -1.4% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling