-16.7%
NVO vs SGI
-21.0%
+4.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.3% |
| 7D | -7.6% | -4.5% | -3.1% | -6.9% |
| 30D | -6.0% | +4.2% | -10.1% | -6.6% |
| 3M | -0.8% | -7.4% | +6.7% | 0.0% |
| 6M | +16.5% | -15.1% | +31.5% | +18.0% |
| YTD | -11.1% | -24.7% | +13.6% | -8.0% |
| 1Y | -16.7% | -21.8% | +5.0% | -10.6% |
| All | -16.7% | -21.0% | +4.3% | -10.6% |
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