-4.9%
SHOP vs NVT
+3.0%
-7.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -12.7% | +20.1% | +7.4% |
| 7D | -9.0% | -19.5% | +10.5% | -8.5% |
| 30D | -4.4% | -32.4% | +28.0% | -3.4% |
| 3M | +24.1% | -30.3% | +54.5% | +25.2% |
| 6M | +20.0% | -30.4% | +50.4% | +19.9% |
| YTD | -4.9% | +11.3% | -16.3% | -21.0% |
| 1Y | -4.9% | +3.6% | -8.5% | -17.1% |
| All | -4.9% | +3.0% | -7.9% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling