+1,250.5%
NOK vs SPY
+2,871.1%
-1,620.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.1% |
| 7D | +5.4% | +2.6% | +2.8% | +2.1% |
| 30D | -14.1% | -2.0% | -12.2% | -11.2% |
| 3M | -23.6% | -2.8% | -20.8% | -19.9% |
| 6M | -45.1% | +2.1% | -47.3% | -45.3% |
| YTD | +24.7% | +11.5% | +13.2% | +11.7% |
| 1Y | +19.0% | +13.5% | +5.6% | +4.2% |
| 3Y | +147.0% | +77.7% | +69.3% | +18.9% |
| 5Y | +58.2% | +72.6% | -14.4% | -21.5% |
| 10Y | +122.3% | +308.2% | -185.9% | -67.2% |
| All | +1,250.5% | +2,871.1% | -1,620.6% | -74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling