-16.7%
NVO vs SCCO
+101.5%
-118.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -7.6% | -2.7% | -4.9% | -7.4% |
| 30D | -6.0% | -0.7% | -5.3% | -5.9% |
| 3M | -0.8% | +8.1% | -8.9% | -1.5% |
| 6M | +16.5% | +4.1% | +12.4% | +15.0% |
| YTD | -11.1% | +41.1% | -52.3% | -20.3% |
| 1Y | -16.7% | +95.6% | -112.3% | -27.9% |
| All | -16.7% | +101.5% | -118.3% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 1y: compounded portfolio wealth divided by compounded SCCO 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…
1y analysis · Full analysis span regression · 6 months rolling