+420.3%
NVT vs SPYG
+85.2%
+335.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +3.8% |
| 7D | +4.1% | -0.9% | +5.0% | +5.1% |
| 30D | -5.1% | -1.5% | -3.6% | -3.5% |
| 3M | -1.2% | +3.7% | -4.9% | -4.3% |
| 6M | +46.6% | +16.4% | +30.2% | +26.6% |
| YTD | +60.0% | +13.3% | +46.7% | +42.1% |
| 1Y | +70.8% | +17.9% | +52.9% | +46.7% |
| 3Y | +187.5% | +98.3% | +89.2% | +58.5% |
| All | +420.3% | +85.2% | +335.1% | +197.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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