+402.8%
NVT vs SBAC
-45.4%
+448.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.9% |
| 7D | +2.0% | -5.3% | +7.3% | +2.5% |
| 30D | -7.2% | +0.4% | -7.6% | -7.2% |
| 3M | -0.9% | -11.9% | +11.0% | +0.4% |
| 6M | +42.6% | -4.5% | +47.1% | +42.6% |
| YTD | +52.9% | -4.3% | +57.2% | +52.6% |
| 1Y | +64.5% | -3.9% | +68.3% | +63.9% |
| 3Y | +178.0% | -11.0% | +189.0% | +172.6% |
| 5Y | +402.8% | -44.1% | +446.9% | +465.0% |
| All | +402.8% | -45.4% | +448.1% | +465.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling