+402.8%
NVT vs SPY
+79.8%
+323.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.3% |
| 7D | +2.0% | -2.0% | +4.0% | +4.8% |
| 30D | -7.2% | -1.7% | -5.5% | -5.0% |
| 3M | -0.9% | +4.7% | -5.6% | -6.4% |
| 6M | +42.6% | +12.5% | +30.1% | +23.3% |
| YTD | +52.9% | +11.7% | +41.2% | +33.7% |
| 1Y | +64.5% | +17.5% | +47.0% | +35.6% |
| 3Y | +178.0% | +76.6% | +101.4% | +46.9% |
| 5Y | +402.8% | +82.0% | +320.8% | +159.3% |
| All | +402.8% | +79.8% | +323.0% | +159.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling