-12.0%
NVT vs SCHG
+0.2%
-12.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -5.5% | -7.3% | -4.5% |
| 7D | -28.8% | -6.8% | -22.0% | -20.3% |
| 30D | -43.3% | -11.2% | -32.1% | -31.9% |
| 3M | -39.2% | -7.4% | -31.8% | -31.0% |
| 6M | -41.8% | -1.0% | -40.7% | -39.5% |
| YTD | -2.9% | +0.9% | -3.8% | -0.7% |
| 1Y | -12.0% | -0.2% | -11.8% | -8.3% |
| All | -12.0% | +0.2% | -12.1% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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