+102.8%
NOK vs SPYM
+80.5%
+22.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.7% |
| 7D | +8.7% | -2.0% | +10.7% | +10.9% |
| 30D | +12.5% | -1.6% | +14.1% | +14.4% |
| 3M | -20.7% | +4.7% | -25.5% | -23.9% |
| 6M | +36.2% | +12.6% | +23.6% | +23.1% |
| YTD | +64.1% | +11.8% | +52.4% | +49.5% |
| 1Y | +132.4% | +17.5% | +114.8% | +102.1% |
| 3Y | +182.9% | +77.0% | +105.9% | +61.2% |
| 5Y | +102.8% | +82.6% | +20.2% | +13.0% |
| All | +102.8% | +80.5% | +22.3% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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