+3.6%
NVT vs SCCO
+43.0%
-39.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +1.9% | -14.6% | -13.6% |
| 7D | -19.5% | -7.9% | -11.6% | -16.4% |
| 30D | -32.4% | -13.0% | -19.4% | -27.9% |
| 3M | -30.3% | -6.9% | -23.5% | -28.3% |
| 6M | -30.4% | +11.0% | -41.4% | -33.8% |
| YTD | +11.3% | +30.3% | -18.9% | -9.9% |
| 1Y | +3.6% | +45.0% | -41.4% | -21.9% |
| All | +3.6% | +43.0% | -39.4% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 1y: compounded portfolio wealth divided by compounded SCCO 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…
1y analysis · Full analysis span regression · 6 months rolling