+118.0%
NOK vs STM
+107.3%
+10.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +1.9% |
| 7D | -1.8% | +5.8% | -7.6% | -4.1% |
| 30D | +4.7% | -1.0% | +5.7% | +4.9% |
| 3M | -39.7% | -33.3% | -6.4% | -29.8% |
| 6M | +23.1% | +57.4% | -34.3% | +24.2% |
| YTD | +55.0% | +102.2% | -47.2% | +60.4% |
| 1Y | +118.0% | +99.6% | +18.4% | +109.0% |
| All | +118.0% | +107.3% | +10.8% | +109.0% |
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