+623.8%
NVT vs SITM
+4,532.8%
-3,909.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.6% |
| 7D | +2.0% | +4.8% | -2.8% | +1.0% |
| 30D | -7.2% | -9.7% | +2.5% | -5.2% |
| 3M | -0.9% | -9.3% | +8.4% | 0.0% |
| 6M | +42.6% | +69.5% | -26.9% | +24.4% |
| YTD | +52.9% | +70.5% | -17.6% | +32.0% |
| 1Y | +64.5% | +145.3% | -80.8% | +29.9% |
| 3Y | +178.0% | +432.8% | -254.8% | +77.9% |
| 5Y | +402.8% | +174.0% | +228.8% | +227.5% |
| All | +623.8% | +4,532.8% | -3,909.0% | +135.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling