+162.7%
NVO vs SEI
+644.4%
-481.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.1% | -7.2% | -2.4% |
| 7D | -7.6% | +22.6% | -30.2% | -8.6% |
| 30D | -6.0% | +9.1% | -15.1% | -6.5% |
| 3M | -0.8% | -11.3% | +10.6% | -0.7% |
| 6M | +16.5% | +22.0% | -5.6% | +14.2% |
| YTD | -11.1% | +47.3% | -58.4% | -13.8% |
| 1Y | -16.7% | +124.8% | -141.5% | -21.1% |
| 3Y | -52.9% | +591.3% | -644.2% | -58.5% |
| 5Y | -3.0% | +1,008.2% | -1,011.2% | -17.3% |
| All | +162.7% | +644.4% | -481.7% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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