+1,077.4%
STX vs NOK
+103.7%
+973.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.1% | -2.5% |
| 7D | +9.6% | +9.3% | +0.2% | +5.6% |
| 30D | +10.6% | +17.9% | -7.3% | +3.8% |
| 3M | +4.8% | -22.3% | +27.1% | +16.0% |
| 6M | +137.3% | +36.4% | +100.9% | +116.4% |
| YTD | +222.5% | +66.3% | +156.2% | +173.2% |
| 1Y | +366.2% | +134.4% | +231.8% | +233.0% |
| 3Y | +1,352.9% | +186.6% | +1,166.3% | +822.4% |
| 5Y | +1,077.4% | +102.7% | +974.8% | +793.3% |
| All | +1,077.4% | +103.7% | +973.7% | +793.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling