+1,094.5%
SHOP vs NVT
+488.5%
+606.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -1.2% | +8.0% | -9.2% | -4.2% |
| 30D | -14.7% | -24.8% | +10.0% | -6.3% |
| 3M | -7.2% | -32.4% | +25.2% | +5.2% |
| 6M | +54.2% | -33.5% | +87.7% | +71.8% |
| YTD | -8.6% | +13.2% | -21.8% | -22.6% |
| 1Y | +0.5% | +9.0% | -8.5% | -13.5% |
| 3Y | +135.9% | +129.4% | +6.6% | +38.8% |
| 5Y | -11.9% | +230.1% | -242.0% | -55.7% |
| All | +1,094.5% | +488.5% | +606.0% | +421.0% |
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