+3.6%
NVT vs SM
+70.4%
-66.8%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -15.3% | +2.6% | -14.1% |
| 7D | -19.5% | -21.5% | +2.0% | -21.7% |
| 30D | -32.4% | -11.4% | -21.0% | -32.8% |
| 3M | -30.3% | +0.6% | -31.0% | -28.9% |
| 6M | -30.4% | +0.2% | -30.7% | -28.0% |
| YTD | +11.3% | +69.7% | -58.3% | +27.2% |
| 1Y | +3.6% | +71.6% | -68.0% | +19.8% |
| All | +3.6% | +70.4% | -66.8% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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