+56.5%
SAP vs NVT
+193.5%
-137.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.9% | -2.1% |
| 7D | -0.3% | +10.4% | -10.6% | -1.2% |
| 30D | +2.6% | -1.3% | +3.9% | +2.6% |
| 3M | +16.3% | -0.6% | +16.9% | +15.5% |
| 6M | +6.4% | +53.8% | -47.4% | -3.3% |
| YTD | -11.4% | +60.2% | -71.6% | -20.7% |
| 1Y | -20.4% | +76.8% | -97.2% | -30.8% |
| 3Y | +56.5% | +191.2% | -134.7% | +10.3% |
| All | +56.5% | +193.5% | -137.0% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling