+102.7%
NOK vs STM
+21.1%
+81.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | +9.3% | +1.7% | +7.7% | +8.7% |
| 30D | +17.9% | -5.2% | +23.0% | +20.0% |
| 3M | -22.3% | -29.6% | +7.3% | -12.8% |
| 6M | +36.4% | +54.4% | -18.0% | +21.5% |
| YTD | +66.3% | +99.5% | -33.2% | +37.1% |
| 1Y | +134.4% | +100.8% | +33.7% | +89.7% |
| 3Y | +186.6% | +20.2% | +166.4% | +164.0% |
| 5Y | +102.7% | +21.1% | +81.5% | +77.5% |
| All | +102.7% | +21.1% | +81.6% | +77.5% |
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 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