+132.5%
NOK vs STM
+468.1%
-335.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +1.2% |
| 7D | +2.2% | +1.4% | +0.7% | +1.8% |
| 30D | -14.7% | -8.4% | -6.4% | -12.0% |
| 3M | -10.6% | -15.8% | +5.2% | -5.1% |
| 6M | -39.4% | -22.8% | -16.5% | -33.7% |
| YTD | +30.4% | +79.4% | -48.9% | +12.8% |
| 1Y | +22.3% | +97.0% | -74.7% | +3.0% |
| 3Y | +157.6% | +14.2% | +143.4% | +138.6% |
| 5Y | +64.6% | -4.5% | +69.0% | +55.8% |
| 10Y | +132.5% | +463.1% | -330.6% | +23.9% |
| All | +132.5% | +468.1% | -335.6% | +23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling