+736.8%
NOK vs STM
+1,945.0%
-1,208.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -2.7% | -7.9% | +5.2% | +1.2% |
| 30D | -20.4% | -14.1% | -6.2% | -13.9% |
| 3M | -9.6% | -17.6% | +8.0% | -0.3% |
| 6M | -35.6% | -24.2% | -11.4% | -26.7% |
| YTD | +27.5% | +73.3% | -45.8% | -3.6% |
| 1Y | +18.4% | +90.1% | -71.7% | -14.6% |
| 3Y | +151.8% | +10.3% | +141.5% | +109.1% |
| 5Y | +61.1% | -5.7% | +66.9% | +37.6% |
| 10Y | +123.7% | +444.1% | -320.4% | -41.4% |
| All | +736.8% | +1,945.0% | -1,208.1% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling