+420.3%
NVT vs SITM
+187.3%
+233.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.5% | -0.9% | +3.4% |
| 7D | +4.1% | +3.9% | +0.2% | +3.1% |
| 30D | -5.1% | -6.6% | +1.5% | -3.7% |
| 3M | -1.2% | -11.9% | +10.7% | +0.3% |
| 6M | +46.6% | +81.1% | -34.6% | +24.5% |
| YTD | +60.0% | +80.0% | -20.0% | +34.7% |
| 1Y | +70.8% | +145.8% | -75.0% | +32.2% |
| 3Y | +187.5% | +475.9% | -288.3% | +75.8% |
| All | +420.3% | +187.3% | +233.0% | +219.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling