+102.7%
NOK vs SPY
+81.0%
+21.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.5% |
| 7D | +9.3% | -0.4% | +9.7% | +9.7% |
| 30D | +17.9% | -1.4% | +19.2% | +19.5% |
| 3M | -22.3% | +3.7% | -26.0% | -24.6% |
| 6M | +36.4% | +13.0% | +23.4% | +23.0% |
| YTD | +66.3% | +12.4% | +53.9% | +50.9% |
| 1Y | +134.4% | +18.5% | +115.9% | +102.8% |
| 3Y | +186.6% | +77.6% | +109.0% | +63.8% |
| 5Y | +102.7% | +81.7% | +21.0% | +14.3% |
| All | +102.7% | +81.0% | +21.7% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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