+127.6%
NOK vs SPGI
+291.9%
-164.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.7% |
| 7D | +8.7% | -8.9% | +17.6% | +12.0% |
| 30D | +12.5% | +0.6% | +11.9% | +11.8% |
| 3M | -20.7% | +2.0% | -22.7% | -22.4% |
| 6M | +36.2% | +0.1% | +36.1% | +33.3% |
| YTD | +64.1% | -16.4% | +80.6% | +71.2% |
| 1Y | +132.4% | -18.9% | +151.3% | +144.6% |
| 3Y | +182.9% | +13.8% | +169.1% | +154.0% |
| 5Y | +102.8% | +0.5% | +102.3% | +88.0% |
| All | +127.6% | +291.9% | -164.3% | +20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling