+17,188.6%
NVO vs SM
+1,670.2%
+15,518.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.6% | -6.7% | -3.3% |
| 7D | +0.1% | -0.2% | +0.2% | +0.1% |
| 30D | -3.2% | +31.5% | -34.7% | -4.8% |
| 3M | +11.5% | +17.3% | -5.8% | +10.2% |
| 6M | +22.9% | +48.5% | -25.6% | +19.5% |
| YTD | -6.8% | +106.3% | -113.1% | -11.1% |
| 1Y | -12.6% | +47.3% | -59.9% | -15.2% |
| 3Y | -49.6% | -1.4% | -48.2% | -50.5% |
| 5Y | +0.6% | +114.0% | -113.5% | -7.1% |
| 10Y | +148.3% | +12.5% | +135.8% | +109.9% |
| All | +17,188.6% | +1,670.2% | +15,518.4% | +12,359.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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