+0.7%
NVO vs SUI
-33.5%
+34.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -1.1% |
| 7D | -4.7% | -4.3% | -0.4% | -3.9% |
| 30D | -5.4% | -2.1% | -3.3% | -5.0% |
| 3M | +7.0% | -6.1% | +13.1% | +8.3% |
| 6M | +17.6% | -12.8% | +30.4% | +20.7% |
| YTD | -8.0% | -4.6% | -3.4% | -7.2% |
| 1Y | -13.8% | -7.7% | -6.1% | -12.6% |
| 3Y | -50.3% | +10.9% | -61.2% | -51.4% |
| 5Y | +0.7% | -32.4% | +33.1% | +17.4% |
| All | +0.7% | -33.5% | +34.1% | +17.4% |
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