+751.2%
NVT vs SM
+92.0%
+659.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +3.6% |
| 7D | +10.4% | -0.2% | +10.5% | +10.4% |
| 30D | -1.3% | +31.5% | -32.8% | -6.0% |
| 3M | -0.6% | +17.3% | -18.0% | -4.2% |
| 6M | +53.8% | +48.5% | +5.3% | +40.5% |
| YTD | +60.2% | +106.3% | -46.1% | +37.1% |
| 1Y | +76.8% | +47.3% | +29.5% | +59.9% |
| 3Y | +191.2% | -1.4% | +192.7% | +177.3% |
| 5Y | +430.9% | +114.0% | +316.9% | +324.2% |
| All | +751.2% | +92.0% | +659.3% | +441.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling