+22.1%
NOK vs SPXU
-100.0%
+122.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.5% | +6.8% |
| 7D | +7.3% | -1.5% | +8.7% | +6.6% |
| 30D | +13.8% | +3.7% | +10.1% | +15.4% |
| 3M | -27.0% | -9.6% | -17.4% | -28.5% |
| 6M | +37.6% | -32.4% | +70.0% | +23.7% |
| YTD | +64.6% | -28.7% | +93.3% | +51.7% |
| 1Y | +132.0% | -38.2% | +170.2% | +104.9% |
| 3Y | +183.7% | -80.4% | +264.1% | +81.3% |
| 5Y | +101.3% | -86.0% | +187.3% | +34.5% |
| 10Y | +122.4% | -99.5% | +221.9% | -43.9% |
| All | +22.1% | -100.0% | +122.1% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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