-8.2%
NVO vs SRE
-7.5%
-0.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.9% | +7.8% | +5.6% |
| 7D | +10.2% | -2.1% | +12.2% | +10.6% |
| 30D | +12.4% | +6.1% | +6.3% | +10.6% |
| 3M | -3.5% | -3.5% | 0.0% | -2.9% |
| 6M | -3.8% | -10.8% | +7.0% | -0.7% |
| YTD | -13.0% | -4.0% | -9.0% | -12.5% |
| 1Y | -8.2% | -7.7% | -0.6% | -7.8% |
| All | -8.2% | -7.5% | -0.7% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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