+750.3%
NVT vs SAN
+196.6%
+553.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.4% | +3.5% |
| 7D | +4.1% | +0.2% | +3.9% | +4.0% |
| 30D | -5.1% | +0.9% | -6.1% | -5.6% |
| 3M | -1.2% | +19.1% | -20.3% | -9.9% |
| 6M | +46.6% | +33.2% | +13.4% | +25.7% |
| YTD | +60.0% | +29.1% | +30.9% | +38.3% |
| 1Y | +70.8% | +50.2% | +20.6% | +36.0% |
| 3Y | +187.5% | +351.0% | -163.5% | +22.5% |
| 5Y | +426.1% | +394.7% | +31.5% | +101.0% |
| All | +750.3% | +196.6% | +553.6% | +259.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling