+750.3%
NVT vs SPY
+223.9%
+526.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.8% | +3.5% |
| 7D | +4.1% | -0.8% | +4.8% | +5.2% |
| 30D | -5.1% | -1.1% | -4.1% | -3.7% |
| 3M | -1.2% | +3.9% | -5.0% | -5.6% |
| 6M | +46.6% | +13.6% | +33.0% | +25.3% |
| YTD | +60.0% | +12.7% | +47.3% | +38.5% |
| 1Y | +70.8% | +17.5% | +53.3% | +40.8% |
| 3Y | +187.5% | +76.9% | +110.6% | +45.7% |
| 5Y | +426.1% | +83.6% | +342.6% | +154.4% |
| All | +750.3% | +223.9% | +526.4% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling