+3,187.6%
NVO vs SPYG
+553.6%
+2,634.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | -7.4% | -1.8% | -5.5% | -6.5% |
| 30D | -5.5% | -1.9% | -3.6% | -4.6% |
| 3M | +4.1% | +5.2% | -1.0% | +1.1% |
| 6M | +19.3% | +15.6% | +3.8% | +10.7% |
| YTD | -9.2% | +12.4% | -21.6% | -14.3% |
| 1Y | -15.0% | +17.5% | -32.5% | -21.5% |
| 3Y | -50.9% | +98.1% | -148.9% | -64.7% |
| 5Y | -0.9% | +84.9% | -85.8% | -27.6% |
| 10Y | +152.4% | +417.7% | -265.2% | +12.9% |
| All | +3,187.6% | +553.6% | +2,634.0% | +896.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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