+750.3%
NVT vs SM
+93.7%
+656.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.9% | +4.7% |
| 7D | +4.1% | +4.6% | -0.5% | +3.3% |
| 30D | -5.1% | +18.2% | -23.3% | -7.9% |
| 3M | -1.2% | +22.5% | -23.7% | -5.3% |
| 6M | +46.6% | +50.6% | -4.0% | +33.7% |
| YTD | +60.0% | +108.1% | -48.1% | +36.8% |
| 1Y | +70.8% | +46.0% | +24.8% | +54.8% |
| 3Y | +187.5% | +2.9% | +184.7% | +171.8% |
| 5Y | +426.1% | +112.6% | +313.6% | +320.8% |
| All | +750.3% | +93.7% | +656.5% | +440.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling