+179.3%
NORW vs SPY
+312.5%
-133.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.2% |
| 7D | +2.2% | -0.4% | +2.6% | +2.5% |
| 30D | +6.8% | -1.4% | +8.2% | +7.9% |
| 3M | +10.6% | +3.7% | +6.9% | +7.3% |
| 6M | +14.0% | +13.0% | +1.0% | +3.4% |
| YTD | +35.5% | +12.4% | +23.1% | +23.4% |
| 1Y | +38.1% | +18.5% | +19.6% | +20.6% |
| 3Y | +88.3% | +77.6% | +10.7% | +18.9% |
| 5Y | +51.4% | +81.7% | -30.3% | -6.6% |
| 10Y | +179.3% | +319.7% | -140.4% | -13.5% |
| All | +179.3% | +312.5% | -133.3% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded SPY 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling