-11.2%
SHOP vs NVT
+226.5%
-237.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -1.2% | +8.0% | -9.2% | -4.8% |
| 30D | -14.7% | -24.8% | +10.0% | -4.4% |
| 3M | -7.2% | -32.4% | +25.2% | +8.2% |
| 6M | +54.2% | -33.5% | +87.7% | +75.6% |
| YTD | -8.6% | +13.2% | -21.8% | -29.9% |
| 1Y | +0.5% | +9.0% | -8.5% | -21.2% |
| 3Y | +135.9% | +129.4% | +6.6% | -8.7% |
| All | -11.2% | +226.5% | -237.8% | -79.2% |
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