+127.6%
NOK vs STT
+267.9%
-140.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +8.7% | -1.4% | +10.1% | +9.2% |
| 30D | +12.5% | +2.2% | +10.3% | +11.5% |
| 3M | -20.7% | +18.8% | -39.6% | -25.7% |
| 6M | +36.2% | +57.9% | -21.8% | +14.8% |
| YTD | +64.1% | +51.0% | +13.1% | +40.3% |
| 1Y | +132.4% | +77.1% | +55.2% | +86.8% |
| 3Y | +182.9% | +199.8% | -17.0% | +84.4% |
| 5Y | +102.8% | +156.0% | -53.2% | +36.3% |
| All | +127.6% | +267.9% | -140.3% | +24.9% |
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