+19.0%
NOK vs STT
+46.7%
-27.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.4% |
| 7D | +5.4% | +4.8% | +0.6% | +1.7% |
| 30D | -14.1% | +3.9% | -18.1% | -15.9% |
| 3M | -23.6% | -8.2% | -15.4% | -18.9% |
| 6M | -45.1% | +15.6% | -60.7% | -47.5% |
| YTD | +24.7% | +37.6% | -12.9% | +13.1% |
| 1Y | +19.0% | +50.1% | -31.1% | +5.2% |
| All | +19.0% | +46.7% | -27.7% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling