-51.9%
NVO vs SBAC
-11.3%
-40.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.8% |
| 7D | -7.4% | -5.3% | -2.1% | -6.6% |
| 30D | -5.5% | +0.4% | -5.9% | -5.6% |
| 3M | +4.1% | -11.9% | +16.0% | +6.0% |
| 6M | +19.3% | -4.5% | +23.8% | +19.7% |
| YTD | -9.2% | -4.3% | -4.8% | -9.0% |
| 1Y | -15.0% | -3.9% | -11.1% | -14.9% |
| All | -51.9% | -11.3% | -40.5% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 3y: compounded portfolio wealth divided by compounded SBAC 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…
3y analysis · Full analysis span regression · 6 months rolling