-8.2%
NVO vs SITM
+47.5%
-55.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -9.4% | +14.3% | +4.9% |
| 7D | +10.2% | -19.5% | +29.7% | +10.1% |
| 30D | +12.4% | -43.2% | +55.6% | +12.5% |
| 3M | -3.5% | -30.8% | +27.3% | -3.9% |
| 6M | -3.8% | -28.6% | +24.8% | -4.7% |
| YTD | -13.0% | +14.2% | -27.1% | -14.4% |
| 1Y | -8.2% | +44.4% | -52.6% | -7.8% |
| All | -8.2% | +47.5% | -55.7% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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