+402.8%
NVT vs SM
+108.0%
+294.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.7% | -2.2% |
| 7D | +2.0% | +2.1% | -0.1% | +1.6% |
| 30D | -7.2% | +18.1% | -25.3% | -10.1% |
| 3M | -0.9% | +17.0% | -17.9% | -4.5% |
| 6M | +42.6% | +55.4% | -12.8% | +27.1% |
| YTD | +52.9% | +108.6% | -55.7% | +26.2% |
| 1Y | +64.5% | +45.7% | +18.8% | +47.1% |
| 3Y | +178.0% | -0.3% | +178.3% | +162.6% |
| 5Y | +402.8% | +113.0% | +289.7% | +268.2% |
| All | +402.8% | +108.0% | +294.8% | +268.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling