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  • SPY vs NOK✓SelectedUSD · NOKSPY vs NOK performance historyLatest closeAs of-0.60%09/10
Stock and ETF performance explorer

SPY vs NOK

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+311.2%
NOK return
+133.4%
Excess return
+177.9%
Maximum drawdown
-33.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioNOKExcessAlpha
1D-0.6%-1.3%+0.7%-0.4%
7D-2.0%+8.7%-10.7%-3.5%
30D-1.7%+12.5%-14.2%-3.9%
3M+4.7%-20.7%+25.5%+8.3%
6M+12.5%+36.2%-23.6%+3.6%
YTD+11.7%+64.1%-52.4%-1.0%
1Y+17.5%+132.4%-114.9%-3.9%
3Y+76.6%+182.9%-106.3%+36.7%
5Y+82.0%+102.8%-20.8%+48.9%
All+311.2%+133.4%+177.9%+193.6%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling