+750.3%
NVT vs SIRI
-42.6%
+792.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.4% |
| 7D | +4.1% | +0.6% | +3.5% | +3.9% |
| 30D | -5.1% | +2.5% | -7.6% | -5.8% |
| 3M | -1.2% | +6.6% | -7.8% | -3.7% |
| 6M | +46.6% | +32.9% | +13.7% | +33.9% |
| YTD | +60.0% | +50.5% | +9.5% | +40.3% |
| 1Y | +70.8% | +28.0% | +42.8% | +55.9% |
| 3Y | +187.5% | -22.4% | +210.0% | +184.9% |
| 5Y | +426.1% | -41.3% | +467.4% | +431.2% |
| All | +750.3% | -42.6% | +792.9% | +648.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 all: compounded portfolio wealth divided by compounded SIRI 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…
all analysis · Full analysis span regression · 6 months rolling