+17.6%
NOK vs SPYM
+824.3%
-806.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.7% | +6.8% |
| 7D | +7.3% | +0.6% | +6.7% | +6.5% |
| 30D | +13.8% | -0.9% | +14.7% | +14.9% |
| 3M | -27.0% | +3.9% | -30.9% | -29.4% |
| 6M | +37.6% | +14.5% | +23.0% | +21.3% |
| YTD | +64.6% | +13.0% | +51.6% | +47.2% |
| 1Y | +132.0% | +19.4% | +112.6% | +96.2% |
| 3Y | +183.7% | +78.9% | +104.8% | +56.0% |
| 5Y | +101.3% | +82.3% | +19.0% | +8.8% |
| 10Y | +122.4% | +314.7% | -192.3% | -51.6% |
| All | +17.6% | +824.3% | -806.7% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling