+1,682.3%
NOK vs SYY
+2,894.8%
-1,212.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.4% | +6.3% |
| 7D | +7.3% | -2.8% | +10.0% | +8.2% |
| 30D | +13.8% | -5.3% | +19.1% | +15.8% |
| 3M | -27.0% | +5.1% | -32.1% | -28.7% |
| 6M | +37.6% | -5.0% | +42.6% | +37.9% |
| YTD | +64.6% | +10.7% | +53.9% | +55.6% |
| 1Y | +132.0% | +0.7% | +131.3% | +126.0% |
| 3Y | +183.7% | +24.0% | +159.6% | +153.4% |
| 5Y | +101.3% | +19.3% | +82.0% | +81.3% |
| 10Y | +122.4% | +96.4% | +26.0% | +50.7% |
| All | +1,682.3% | +2,894.8% | -1,212.6% | +563.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling