+750.3%
NVT vs SBAC
+22.7%
+727.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +4.2% |
| 7D | +4.1% | -2.1% | +6.2% | +4.5% |
| 30D | -5.1% | +2.0% | -7.1% | -5.6% |
| 3M | -1.2% | -8.3% | +7.1% | +0.2% |
| 6M | +46.6% | +0.3% | +46.3% | +44.3% |
| YTD | +60.0% | -2.2% | +62.2% | +58.1% |
| 1Y | +70.8% | -4.6% | +75.4% | +69.7% |
| 3Y | +187.5% | -8.3% | +195.8% | +178.5% |
| 5Y | +426.1% | -42.8% | +469.0% | +493.3% |
| All | +750.3% | +22.7% | +727.5% | +616.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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