+3,631.9%
NVO vs SGI
+2,032.3%
+1,599.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.1% |
| 7D | -4.7% | +0.6% | -5.3% | -4.8% |
| 30D | -5.4% | +5.5% | -11.0% | -6.0% |
| 3M | +7.0% | -3.6% | +10.6% | +7.2% |
| 6M | +17.6% | -15.0% | +32.6% | +19.1% |
| YTD | -8.0% | -23.0% | +15.0% | -5.9% |
| 1Y | -13.8% | -18.4% | +4.6% | -12.5% |
| 3Y | -50.3% | +57.8% | -108.0% | -53.2% |
| 5Y | +0.7% | +51.5% | -50.8% | -6.6% |
| 10Y | +155.6% | +275.2% | -119.6% | +102.8% |
| All | +3,631.9% | +2,032.3% | +1,599.6% | +2,001.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling