+97.6%
NOK vs SPMO
+562.6%
-465.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | +0.1% |
| 7D | +8.7% | +0.1% | +8.6% | +8.7% |
| 30D | +12.5% | -0.7% | +13.2% | +13.4% |
| 3M | -20.7% | +2.8% | -23.6% | -21.4% |
| 6M | +36.2% | +24.4% | +11.7% | +19.7% |
| YTD | +64.1% | +24.2% | +40.0% | +44.6% |
| 1Y | +132.4% | +24.5% | +107.9% | +104.2% |
| 3Y | +182.9% | +155.6% | +27.3% | +45.8% |
| 5Y | +102.8% | +148.2% | -45.4% | +6.7% |
| 10Y | +126.8% | +514.8% | -388.0% | -32.2% |
| All | +97.6% | +562.6% | -465.0% | -41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling