+59.8%
NOK vs STM
-6.8%
+66.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.8% | 0.0% | +4.2% |
| 7D | -1.4% | -5.6% | +4.1% | +0.8% |
| 30D | -21.0% | -14.4% | -6.6% | -15.9% |
| 3M | -12.6% | -20.5% | +7.9% | -4.4% |
| 6M | -36.2% | -24.5% | -11.7% | -28.6% |
| YTD | +26.4% | +72.7% | -46.3% | +10.9% |
| 1Y | +19.6% | +91.0% | -71.4% | +1.8% |
| 3Y | +152.6% | +13.5% | +139.1% | +138.4% |
| All | +59.8% | -6.8% | +66.6% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling