-33.5%
NVT vs SN
+109.3%
-142.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -0.9% |
| 7D | +8.0% | +1.5% | +6.4% | +7.9% |
| 30D | -24.8% | +21.5% | -46.3% | -25.8% |
| 3M | -32.4% | +20.0% | -52.5% | -32.3% |
| 6M | -33.5% | +119.9% | -153.4% | -46.9% |
| All | -33.5% | +109.3% | -142.8% | -46.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling