+70.8%
NVT vs SN
+38.1%
+32.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +5.0% |
| 7D | +4.1% | -7.3% | +11.3% | +6.5% |
| 30D | -5.1% | -13.6% | +8.5% | -1.0% |
| 3M | -1.2% | +18.6% | -19.8% | -7.3% |
| 6M | +46.6% | +46.0% | +0.6% | +26.4% |
| YTD | +60.0% | +43.7% | +16.3% | +39.1% |
| 1Y | +70.8% | +39.2% | +31.6% | +48.1% |
| All | +70.8% | +38.1% | +32.7% | +48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling