+945.9%
SHOP vs NVT
+731.8%
+214.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -2.9% | -0.2% |
| 7D | -11.2% | +4.1% | -15.3% | -12.9% |
| 30D | -14.4% | -5.1% | -9.2% | -13.0% |
| 3M | +16.6% | -1.2% | +17.8% | +13.9% |
| 6M | -0.6% | +46.6% | -47.1% | -20.9% |
| YTD | -20.0% | +60.0% | -80.0% | -39.4% |
| 1Y | -11.2% | +70.8% | -82.0% | -35.1% |
| 3Y | +99.5% | +187.5% | -88.1% | +10.4% |
| 5Y | -13.2% | +426.1% | -439.4% | -62.3% |
| All | +945.9% | +731.8% | +214.1% | +307.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling