-52.9%
NVO vs SCCO
+177.0%
-230.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -7.6% | -2.7% | -4.9% | -7.3% |
| 30D | -6.0% | -0.7% | -5.3% | -6.0% |
| 3M | -0.8% | +8.1% | -8.9% | -2.4% |
| 6M | +16.5% | +4.1% | +12.4% | +14.4% |
| YTD | -11.1% | +41.1% | -52.3% | -19.2% |
| 1Y | -16.7% | +95.6% | -112.3% | -29.3% |
| 3Y | -52.9% | +179.3% | -232.2% | -61.0% |
| All | -52.9% | +177.0% | -230.0% | -61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling