+115.1%
NOK vs SPYG
+85.2%
+29.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.2% |
| 7D | +11.0% | -0.9% | +11.9% | +11.7% |
| 30D | +7.8% | -1.5% | +9.4% | +9.2% |
| 3M | -21.0% | +3.7% | -24.7% | -22.6% |
| 6M | +40.9% | +16.4% | +24.5% | +28.0% |
| YTD | +72.0% | +13.3% | +58.7% | +59.4% |
| 1Y | +140.9% | +17.9% | +123.0% | +117.3% |
| 3Y | +194.3% | +98.3% | +95.9% | +75.2% |
| All | +115.1% | +85.2% | +29.9% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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