+204.2%
NVT vs SN
+490.7%
-286.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.9% |
| 7D | +5.1% | -9.3% | +14.4% | +8.1% |
| 30D | -3.7% | -4.8% | +1.1% | -2.4% |
| 3M | -10.1% | +40.4% | -50.6% | -19.5% |
| 6M | +37.5% | +50.9% | -13.5% | +19.8% |
| YTD | +53.7% | +54.9% | -1.2% | +32.7% |
| 1Y | +70.9% | +43.0% | +27.8% | +50.3% |
| 3Y | +180.4% | +391.8% | -211.4% | +103.4% |
| All | +204.2% | +490.7% | -286.5% | +120.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling