+56.2%
SAP vs NVT
+420.2%
-364.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.7% |
| 7D | -0.3% | +7.0% | -7.3% | -1.5% |
| 30D | +0.3% | -2.3% | +2.6% | +0.4% |
| 3M | +16.9% | -3.1% | +20.0% | +16.0% |
| 6M | +6.3% | +47.0% | -40.7% | -6.6% |
| YTD | -12.4% | +56.2% | -68.6% | -25.1% |
| 1Y | -21.6% | +74.5% | -96.2% | -35.8% |
| 3Y | +54.8% | +184.0% | -129.2% | -0.7% |
| 5Y | +56.2% | +410.8% | -354.6% | -26.6% |
| All | +56.2% | +420.2% | -364.0% | -26.6% |
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