+134.4%
NOK vs STM
+98.5%
+35.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | +9.3% | +1.7% | +7.7% | +8.6% |
| 30D | +17.9% | -5.2% | +23.0% | +20.4% |
| 3M | -22.3% | -29.6% | +7.3% | -11.2% |
| 6M | +36.4% | +54.4% | -18.0% | +38.4% |
| YTD | +66.3% | +99.5% | -33.2% | +72.9% |
| 1Y | +134.4% | +100.8% | +33.7% | +126.5% |
| All | +134.4% | +98.5% | +35.9% | +126.5% |
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