+1.8%
SGOV vs NOK
+43.6%
-41.8%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.8% | -4.8% | 0.0% |
| 7D | 0.0% | +11.0% | -10.9% | +0.1% |
| 30D | +0.3% | +7.8% | -7.5% | +0.3% |
| 3M | +0.9% | -21.0% | +21.9% | +0.9% |
| 6M | +1.8% | +40.9% | -39.0% | +1.9% |
| All | +1.8% | +43.6% | -41.8% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 6mo: compounded portfolio wealth divided by compounded NOK 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…
6mo analysis · Full analysis span regression · 6 months rolling