+1,578.5%
NOK vs STT
+3,447.6%
-1,869.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | -1.8% | +0.5% | -2.2% | -2.0% |
| 30D | +4.7% | +3.9% | +0.8% | +3.2% |
| 3M | -39.7% | +20.0% | -59.6% | -43.7% |
| 6M | +23.1% | +55.3% | -32.2% | +3.8% |
| YTD | +55.0% | +53.3% | +1.7% | +31.0% |
| 1Y | +118.0% | +74.7% | +43.3% | +74.8% |
| 3Y | +170.5% | +205.8% | -35.3% | +72.0% |
| 5Y | +84.9% | +145.0% | -60.1% | +24.9% |
| 10Y | +112.0% | +266.0% | -154.0% | +12.2% |
| All | +1,578.5% | +3,447.6% | -1,869.1% | +205.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling