+216.5%
NVT vs SN
+447.8%
-231.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +5.0% |
| 7D | +4.1% | -7.3% | +11.3% | +6.4% |
| 30D | -5.1% | -13.6% | +8.5% | -1.0% |
| 3M | -1.2% | +18.6% | -19.8% | -6.8% |
| 6M | +46.6% | +46.0% | +0.6% | +29.0% |
| YTD | +60.0% | +43.7% | +16.3% | +41.3% |
| 1Y | +70.8% | +39.2% | +31.6% | +51.5% |
| 3Y | +187.5% | +306.5% | -118.9% | +113.7% |
| All | +216.5% | +447.8% | -231.3% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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