+20.2%
SGOV vs NVO
-2.6%
+22.8%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | +0.1% | -6.8% | +6.8% | +0.1% |
| 30D | +0.3% | -4.1% | +4.4% | +0.3% |
| 3M | +0.9% | +0.3% | +0.6% | +0.9% |
| 6M | +1.8% | +20.2% | -18.4% | +1.8% |
| YTD | +2.5% | -10.3% | +12.9% | +2.6% |
| 1Y | +3.8% | -16.9% | +20.6% | +3.8% |
| 3Y | +14.3% | -50.9% | +65.2% | +14.3% |
| 5Y | +20.2% | -2.6% | +22.8% | +20.2% |
| All | +20.2% | -2.6% | +22.8% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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