-52.9%
NVO vs SRE
+28.3%
-81.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.4% | -2.0% |
| 7D | -7.6% | -0.8% | -6.7% | -7.5% |
| 30D | -6.0% | -3.0% | -3.0% | -5.7% |
| 3M | -0.8% | -8.3% | +7.5% | +0.2% |
| 6M | +16.5% | -8.9% | +25.4% | +17.7% |
| YTD | -11.1% | -4.3% | -6.9% | -10.7% |
| 1Y | -16.7% | +2.7% | -19.5% | -16.7% |
| 3Y | -52.9% | +28.7% | -81.6% | -54.1% |
| All | -52.9% | +28.3% | -81.2% | -54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling