+21.3%
NOK vs STM
+92.4%
-71.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.1% | +3.5% | +1.0% |
| 7D | -10.4% | -6.0% | -4.4% | -7.1% |
| 30D | -19.0% | -20.9% | +1.9% | -7.1% |
| 3M | -16.7% | -15.8% | -1.0% | -8.1% |
| 6M | -37.1% | -17.0% | -20.1% | -28.4% |
| YTD | +27.7% | +76.8% | -49.1% | +16.4% |
| 1Y | +21.3% | +96.5% | -75.2% | +6.2% |
| All | +21.3% | +92.4% | -71.1% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling