+209.0%
NVT vs SN
+476.8%
-267.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.9% | -1.5% |
| 7D | +7.0% | -3.4% | +10.4% | +8.1% |
| 30D | -2.3% | -9.1% | +6.7% | +0.4% |
| 3M | -3.1% | +31.8% | -34.9% | -11.4% |
| 6M | +47.0% | +52.0% | -5.0% | +27.8% |
| YTD | +56.2% | +51.3% | +4.9% | +35.8% |
| 1Y | +74.5% | +46.9% | +27.7% | +52.4% |
| 3Y | +184.0% | +394.9% | -210.9% | +107.4% |
| All | +209.0% | +476.8% | -267.7% | +125.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling