+750.3%
NVT vs SNY
+56.3%
+693.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +4.1% | -3.3% | +7.4% | +5.1% |
| 30D | -5.1% | -2.2% | -3.0% | -4.6% |
| 3M | -1.2% | -3.0% | +1.9% | -0.9% |
| 6M | +46.6% | +2.7% | +43.8% | +43.7% |
| YTD | +60.0% | -6.8% | +66.8% | +62.0% |
| 1Y | +70.8% | -5.3% | +76.1% | +71.1% |
| 3Y | +187.5% | -9.8% | +197.3% | +182.4% |
| 5Y | +426.1% | +9.7% | +416.5% | +350.2% |
| All | +750.3% | +56.3% | +693.9% | +509.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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