+115.1%
NOK vs SYY
+23.4%
+91.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +4.5% |
| 7D | +11.0% | +3.9% | +7.0% | +9.9% |
| 30D | +7.8% | -1.7% | +9.6% | +8.3% |
| 3M | -21.0% | +5.2% | -26.2% | -22.4% |
| 6M | +40.9% | -0.2% | +41.1% | +39.8% |
| YTD | +72.0% | +15.4% | +56.7% | +61.2% |
| 1Y | +140.9% | +5.6% | +135.3% | +133.0% |
| 3Y | +194.3% | +28.9% | +165.4% | +154.7% |
| All | +115.1% | +23.4% | +91.7% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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