+138.6%
NOK vs SPMO
+517.6%
-379.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.4% |
| 7D | +11.0% | -0.9% | +11.9% | +11.8% |
| 30D | +7.8% | -1.9% | +9.8% | +9.6% |
| 3M | -21.0% | -1.4% | -19.7% | -19.3% |
| 6M | +40.9% | +25.5% | +15.4% | +22.9% |
| YTD | +72.0% | +24.8% | +47.2% | +50.6% |
| 1Y | +140.9% | +24.5% | +116.4% | +111.2% |
| 3Y | +194.3% | +157.1% | +37.1% | +49.2% |
| 5Y | +112.5% | +149.5% | -37.0% | +10.1% |
| All | +138.6% | +517.6% | -379.0% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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