+78.8%
SAP vs NVT
+233.5%
-154.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.0% | +0.1% |
| 7D | -3.9% | +17.4% | -21.3% | -6.0% |
| 30D | +6.5% | -28.4% | +34.9% | +11.2% |
| 3M | +14.7% | -32.4% | +47.1% | +20.4% |
| 6M | +39.9% | -32.2% | +72.1% | +45.2% |
| YTD | -2.0% | +14.0% | -16.0% | -13.1% |
| 1Y | -6.0% | +4.3% | -10.3% | -14.6% |
| 3Y | +67.7% | +131.7% | -64.1% | +5.4% |
| 5Y | +78.8% | +232.4% | -153.6% | -13.5% |
| All | +78.8% | +233.5% | -154.7% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling