+102.7%
NOK vs STT
+158.4%
-55.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +9.3% | +1.0% | +8.4% | +8.8% |
| 30D | +17.9% | +2.8% | +15.1% | +16.3% |
| 3M | -22.3% | +18.1% | -40.4% | -28.0% |
| 6M | +36.4% | +59.2% | -22.8% | +10.7% |
| YTD | +66.3% | +51.5% | +14.8% | +37.4% |
| 1Y | +134.4% | +75.7% | +58.8% | +80.9% |
| 3Y | +186.6% | +200.8% | -14.2% | +68.9% |
| 5Y | +102.7% | +155.8% | -53.1% | +19.7% |
| All | +102.7% | +158.4% | -55.7% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling