+420.3%
NVT vs SPG
+106.0%
+314.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.6% | +4.6% |
| 7D | +4.1% | -1.2% | +5.2% | +4.8% |
| 30D | -5.1% | -6.1% | +1.0% | -1.9% |
| 3M | -1.2% | -3.6% | +2.5% | -0.2% |
| 6M | +46.6% | +10.4% | +36.2% | +36.5% |
| YTD | +60.0% | +14.4% | +45.6% | +45.5% |
| 1Y | +70.8% | +16.5% | +54.3% | +53.1% |
| 3Y | +187.5% | +106.8% | +80.8% | +81.1% |
| All | +420.3% | +106.0% | +314.3% | +203.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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