+70.9%
NVT vs SITM
+174.8%
-103.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.5% | -4.0% | +1.0% |
| 7D | +5.1% | +9.7% | -4.6% | +2.7% |
| 30D | -3.7% | +12.7% | -16.4% | -7.2% |
| 3M | -10.1% | -13.4% | +3.3% | -8.5% |
| 6M | +37.5% | +59.6% | -22.2% | +19.5% |
| YTD | +53.7% | +73.3% | -19.6% | +31.4% |
| 1Y | +70.9% | +165.5% | -94.7% | +41.4% |
| All | +70.9% | +174.8% | -103.9% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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