+183.7%
NOK vs STT
+203.8%
-20.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.2% | +7.4% | +6.8% |
| 7D | +7.3% | +2.2% | +5.1% | +6.1% |
| 30D | +13.8% | +3.9% | +9.9% | +11.7% |
| 3M | -27.0% | +19.2% | -46.2% | -32.5% |
| 6M | +37.6% | +60.4% | -22.8% | +12.9% |
| YTD | +64.6% | +51.5% | +13.1% | +37.6% |
| 1Y | +132.0% | +76.3% | +55.7% | +81.8% |
| 3Y | +183.7% | +200.7% | -17.1% | +68.0% |
| All | +183.7% | +203.8% | -20.2% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling