-19.0%
NVO vs SUI
-25.9%
+6.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.2% |
| 7D | +1.3% | +3.4% | -2.2% | +0.5% |
| 30D | +5.3% | +4.6% | +0.7% | +4.3% |
| 3M | -13.6% | +1.6% | -15.2% | -14.0% |
| 6M | -10.5% | -3.5% | -7.1% | -10.0% |
| YTD | -16.0% | -1.0% | -15.0% | -15.9% |
| 1Y | -7.0% | -1.7% | -5.3% | -6.7% |
| 3Y | -56.1% | +18.4% | -74.5% | -57.7% |
| 5Y | -19.0% | -26.3% | +7.3% | -6.1% |
| All | -19.0% | -25.9% | +6.9% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 5y: compounded portfolio wealth divided by compounded SUI 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…
5y analysis · Full analysis span regression · 6 months rolling