+132.5%
NOK vs STT
+203.9%
-71.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +1.7% |
| 7D | +2.2% | +0.4% | +1.7% | +2.2% |
| 30D | -14.7% | -0.4% | -14.3% | -14.3% |
| 3M | -10.6% | -6.5% | -4.1% | -7.8% |
| 6M | -39.4% | +17.2% | -56.5% | -42.5% |
| YTD | +30.4% | +38.2% | -7.8% | +15.9% |
| 1Y | +22.3% | +49.3% | -27.0% | +5.5% |
| 3Y | +157.6% | +181.9% | -24.3% | +72.9% |
| 5Y | +64.6% | +106.9% | -42.4% | +19.9% |
| 10Y | +132.5% | +203.1% | -70.7% | +42.4% |
| All | +132.5% | +203.9% | -71.5% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling