+136.0%
NVO vs SPMO
+517.6%
-381.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.7% | -2.4% |
| 7D | -7.6% | -0.9% | -6.6% | -7.2% |
| 30D | -6.0% | -1.9% | -4.1% | -5.2% |
| 3M | -0.8% | -1.4% | +0.6% | -1.7% |
| 6M | +16.5% | +25.5% | -9.0% | 0.0% |
| YTD | -11.1% | +24.8% | -36.0% | -23.1% |
| 1Y | -16.7% | +24.5% | -41.2% | -27.8% |
| 3Y | -52.9% | +157.1% | -210.1% | -72.7% |
| 5Y | -3.0% | +149.5% | -152.5% | -43.2% |
| All | +136.0% | +517.6% | -381.6% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling