+127.6%
NOK vs STM
+660.7%
-533.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.8% |
| 7D | +8.7% | -1.1% | +9.8% | +9.0% |
| 30D | +12.5% | -7.8% | +20.3% | +15.2% |
| 3M | -20.7% | -28.2% | +7.4% | -12.8% |
| 6M | +36.2% | +52.0% | -15.8% | +22.7% |
| YTD | +64.1% | +96.4% | -32.2% | +37.7% |
| 1Y | +132.4% | +98.8% | +33.6% | +91.7% |
| 3Y | +182.9% | +18.3% | +164.6% | +157.7% |
| 5Y | +102.8% | +17.7% | +85.1% | +80.3% |
| All | +127.6% | +660.7% | -533.0% | +53.7% |
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