+119.5%
SAP vs NVT
+731.8%
-612.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | -1.0% |
| 7D | -4.1% | +4.1% | -8.1% | -5.1% |
| 30D | +1.1% | -5.1% | +6.2% | +2.1% |
| 3M | +26.1% | -1.2% | +27.3% | +24.2% |
| 6M | +9.8% | +46.6% | -36.8% | -5.5% |
| YTD | -13.6% | +60.0% | -73.6% | -28.3% |
| 1Y | -18.7% | +70.8% | -89.5% | -34.5% |
| 3Y | +54.1% | +187.5% | -133.4% | -2.0% |
| 5Y | +54.7% | +426.1% | -371.4% | -23.0% |
| All | +119.5% | +731.8% | -612.2% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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