-14.7%
SHOP vs NVT
+399.9%
-414.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +1.0% |
| 7D | -13.2% | +2.0% | -15.2% | -14.4% |
| 30D | -17.0% | -7.2% | -9.9% | -14.4% |
| 3M | +17.0% | -0.9% | +17.9% | +12.6% |
| 6M | -2.1% | +42.6% | -44.7% | -28.4% |
| YTD | -21.4% | +52.9% | -74.2% | -45.9% |
| 1Y | -11.0% | +64.5% | -75.4% | -42.4% |
| 3Y | +100.9% | +178.0% | -77.1% | -22.4% |
| 5Y | -14.7% | +402.8% | -417.5% | -82.4% |
| All | -14.7% | +399.9% | -414.6% | -82.4% |
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