+22.3%
NOK vs STM
+95.6%
-73.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +0.2% |
| 7D | +2.2% | +1.4% | +0.7% | +1.2% |
| 30D | -14.7% | -8.4% | -6.4% | -10.1% |
| 3M | -10.6% | -15.8% | +5.2% | -1.3% |
| 6M | -39.4% | -22.8% | -16.5% | -29.4% |
| YTD | +30.4% | +79.4% | -48.9% | +17.7% |
| 1Y | +22.3% | +97.0% | -74.7% | +6.4% |
| All | +22.3% | +95.6% | -73.3% | +6.4% |
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