-51.9%
NVO vs SGI
+50.3%
-102.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.7% |
| 7D | -7.4% | -4.9% | -2.5% | -6.6% |
| 30D | -5.5% | +1.6% | -7.1% | -5.8% |
| 3M | +4.1% | -3.2% | +7.3% | +4.2% |
| 6M | +19.3% | -16.0% | +35.4% | +21.7% |
| YTD | -9.2% | -25.4% | +16.2% | -5.6% |
| 1Y | -15.0% | -21.6% | +6.6% | -12.4% |
| All | -51.9% | +50.3% | -102.1% | -50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling