+751.2%
NVT vs SPY
+224.6%
+526.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.9% |
| 7D | +10.4% | +0.5% | +9.8% | +9.5% |
| 30D | -1.3% | -0.9% | -0.3% | -0.1% |
| 3M | -0.6% | +3.9% | -4.5% | -5.0% |
| 6M | +53.8% | +14.5% | +39.2% | +30.0% |
| YTD | +60.2% | +12.9% | +47.3% | +38.2% |
| 1Y | +76.8% | +19.4% | +57.4% | +42.7% |
| 3Y | +191.2% | +78.5% | +112.8% | +45.9% |
| 5Y | +430.9% | +81.8% | +349.2% | +159.9% |
| All | +751.2% | +224.6% | +526.7% | +103.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling