+1,578.5%
NOK vs SPG
+4,270.1%
-2,691.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.6% | +3.0% |
| 7D | -1.8% | -2.4% | +0.6% | -1.0% |
| 30D | +4.7% | -6.8% | +11.5% | +7.1% |
| 3M | -39.7% | +2.7% | -42.3% | -40.6% |
| 6M | +23.1% | +5.5% | +17.6% | +19.9% |
| YTD | +55.0% | +15.7% | +39.3% | +46.1% |
| 1Y | +118.0% | +20.9% | +97.2% | +101.8% |
| 3Y | +170.5% | +112.4% | +58.1% | +104.7% |
| 5Y | +84.9% | +101.4% | -16.5% | +41.0% |
| 10Y | +112.0% | +60.6% | +51.3% | +54.3% |
| All | +1,578.5% | +4,270.1% | -2,691.6% | +241.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling