+327.0%
NORW vs SPY
+914.9%
-587.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.3% |
| 7D | -6.7% | -2.7% | -4.0% | -4.5% |
| 30D | +2.1% | -5.4% | +7.5% | +7.2% |
| 3M | +2.0% | -4.1% | +6.1% | +5.6% |
| 6M | -0.7% | +0.7% | -1.4% | -1.9% |
| YTD | +27.0% | +8.7% | +18.3% | +16.3% |
| 1Y | +36.3% | +10.9% | +25.5% | +22.5% |
| 3Y | +80.6% | +75.0% | +5.6% | +3.6% |
| 5Y | +41.7% | +67.8% | -26.1% | -16.0% |
| 10Y | +187.3% | +312.9% | -125.6% | -38.8% |
| All | +327.0% | +914.9% | -587.9% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling