0.0%
SHOP vs NVT
+73.8%
-73.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.8% |
| 7D | -5.1% | +5.1% | -10.2% | -5.5% |
| 30D | +0.6% | -3.7% | +4.3% | +0.8% |
| 3M | +25.0% | -10.1% | +35.2% | +27.1% |
| 6M | +11.9% | +37.5% | -25.5% | -4.1% |
| YTD | -9.9% | +53.7% | -63.6% | -27.0% |
| 1Y | 0.0% | +70.9% | -70.9% | -25.1% |
| All | 0.0% | +73.8% | -73.8% | -25.1% |
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