+174.8%
NVT vs SAN
+342.3%
-167.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | +2.0% | -2.8% | +4.8% | +3.3% |
| 30D | -7.2% | -0.5% | -6.6% | -7.0% |
| 3M | -0.9% | +22.7% | -23.6% | -9.4% |
| 6M | +42.6% | +28.8% | +13.8% | +27.4% |
| YTD | +52.9% | +26.3% | +26.6% | +36.7% |
| 1Y | +64.5% | +48.8% | +15.6% | +37.4% |
| All | +174.8% | +342.3% | -167.5% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling