+751.2%
NVT vs SPG
+124.4%
+626.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +3.6% |
| 7D | +10.4% | 0.0% | +10.4% | +10.4% |
| 30D | -1.3% | -4.9% | +3.7% | +1.2% |
| 3M | -0.6% | +3.3% | -3.9% | -3.1% |
| 6M | +53.8% | +11.2% | +42.6% | +44.1% |
| YTD | +60.2% | +17.1% | +43.1% | +45.9% |
| 1Y | +76.8% | +21.6% | +55.2% | +57.4% |
| 3Y | +191.2% | +111.9% | +79.4% | +93.8% |
| 5Y | +430.9% | +106.9% | +324.0% | +251.3% |
| All | +751.2% | +124.4% | +626.9% | +438.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling