-44.6%
NOK vs SPYG
+559.2%
-603.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | +9.3% | +0.3% | +9.0% | +8.9% |
| 30D | +17.9% | -1.7% | +19.5% | +19.9% |
| 3M | -22.3% | +3.6% | -26.0% | -24.4% |
| 6M | +36.4% | +16.6% | +19.8% | +18.5% |
| YTD | +66.3% | +13.4% | +52.9% | +48.7% |
| 1Y | +134.4% | +19.6% | +114.8% | +98.4% |
| 3Y | +186.6% | +99.8% | +86.8% | +38.1% |
| 5Y | +102.7% | +85.0% | +17.7% | +3.6% |
| 10Y | +129.8% | +422.1% | -292.3% | -63.8% |
| All | -44.6% | +559.2% | -603.8% | -94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling