+88.9%
NVO vs SITM
+4,532.8%
-4,444.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.4% |
| 7D | -7.4% | +4.8% | -12.2% | -7.7% |
| 30D | -5.5% | -9.7% | +4.2% | -4.9% |
| 3M | +4.1% | -9.3% | +13.4% | +3.8% |
| 6M | +19.3% | +69.5% | -50.2% | +11.9% |
| YTD | -9.2% | +70.5% | -79.7% | -15.3% |
| 1Y | -15.0% | +145.3% | -160.3% | -23.7% |
| 3Y | -50.9% | +432.8% | -483.7% | -60.5% |
| 5Y | -0.9% | +174.0% | -174.9% | -20.0% |
| All | +88.9% | +4,532.8% | -4,444.0% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling