+21.3%
NOK vs SPGI
+3.2%
+18.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -6.0% | -1.3% |
| 7D | -10.4% | +7.2% | -17.6% | -7.9% |
| 30D | -19.0% | +23.2% | -42.2% | -12.5% |
| 3M | -16.7% | +17.0% | -33.8% | -11.5% |
| 6M | -37.1% | +20.4% | -57.6% | -32.0% |
| YTD | +27.7% | -1.9% | +29.6% | +36.9% |
| 1Y | +21.3% | +2.9% | +18.4% | +32.2% |
| All | +21.3% | +3.2% | +18.1% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 1y: compounded portfolio wealth divided by compounded SPGI 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…
1y analysis · Full analysis span regression · 6 months rolling