+1,285.7%
NOK vs SPGI
+10,692.0%
-9,406.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.3% |
| 7D | +11.0% | -0.8% | +11.8% | +11.4% |
| 30D | -16.0% | +14.3% | -30.3% | -21.1% |
| 3M | -19.8% | +14.5% | -34.3% | -25.2% |
| 6M | -37.1% | +17.3% | -54.4% | -43.1% |
| YTD | +28.0% | -4.6% | +32.6% | +25.3% |
| 1Y | +17.9% | +0.8% | +17.2% | +12.4% |
| 3Y | +152.7% | +28.8% | +123.9% | +111.8% |
| 5Y | +62.3% | +14.0% | +48.3% | +42.1% |
| 10Y | +128.1% | +332.5% | -204.4% | +0.1% |
| All | +1,285.7% | +10,692.0% | -9,406.3% | +39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling