+6,827.3%
NVO vs SBAC
+2,159.8%
+4,667.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.4% | -2.3% |
| 7D | -7.6% | -2.1% | -5.5% | -7.4% |
| 30D | -6.0% | +2.0% | -8.0% | -6.1% |
| 3M | -0.8% | -8.3% | +7.5% | -0.2% |
| 6M | +16.5% | +0.3% | +16.1% | +16.1% |
| YTD | -11.1% | -2.2% | -8.9% | -11.2% |
| 1Y | -16.7% | -4.6% | -12.1% | -16.7% |
| 3Y | -52.9% | -8.3% | -44.6% | -53.0% |
| 5Y | -3.0% | -42.8% | +39.9% | +0.1% |
| 10Y | +147.1% | +85.6% | +61.4% | +133.3% |
| All | +6,827.3% | +2,159.8% | +4,667.6% | +5,436.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling