-8.2%
NVO vs SGI
-10.7%
+2.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.8% | -1.9% | +3.7% |
| 7D | +10.2% | +12.1% | -1.9% | +7.9% |
| 30D | +12.4% | +12.1% | +0.3% | +10.0% |
| 3M | -3.5% | +0.4% | -4.0% | -4.1% |
| 6M | -3.8% | -4.0% | +0.2% | -4.3% |
| YTD | -13.0% | -21.2% | +8.3% | -10.7% |
| 1Y | -8.2% | -12.1% | +3.9% | -3.2% |
| All | -8.2% | -10.7% | +2.5% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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