+5,356.4%
NVO vs SRE
+1,544.3%
+3,812.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -4.7% | +1.5% | -6.2% | -5.1% |
| 30D | -5.4% | +0.8% | -6.3% | -5.8% |
| 3M | +7.0% | -5.8% | +12.7% | +8.5% |
| 6M | +17.6% | -7.8% | +25.4% | +19.8% |
| YTD | -8.0% | -2.4% | -5.7% | -7.8% |
| 1Y | -13.8% | +8.9% | -22.7% | -16.2% |
| 3Y | -50.3% | +31.1% | -81.3% | -55.0% |
| 5Y | +0.7% | +48.6% | -48.0% | -13.0% |
| 10Y | +155.6% | +126.1% | +29.5% | +87.6% |
| All | +5,356.4% | +1,544.3% | +3,812.1% | +2,113.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling