+101.3%
NOK vs SPGI
+5.8%
+95.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.2% | +9.4% | +7.1% |
| 7D | +7.3% | -2.5% | +9.7% | +7.8% |
| 30D | +13.8% | +5.4% | +8.4% | +11.7% |
| 3M | -27.0% | +9.0% | -36.0% | -29.8% |
| 6M | +37.6% | +0.8% | +36.8% | +35.5% |
| YTD | +64.6% | -12.6% | +77.2% | +70.7% |
| 1Y | +132.0% | -16.1% | +148.2% | +144.7% |
| 3Y | +183.7% | +19.0% | +164.7% | +144.9% |
| 5Y | +101.3% | +5.1% | +96.2% | +76.4% |
| All | +101.3% | +5.8% | +95.5% | +76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling