+1,078.3%
SHOP vs NVT
+699.2%
+379.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.6% |
| 7D | -5.1% | +5.1% | -10.2% | -7.1% |
| 30D | +0.6% | -3.7% | +4.3% | +1.6% |
| 3M | +25.0% | -10.1% | +35.2% | +27.6% |
| 6M | +11.9% | +37.5% | -25.5% | -8.3% |
| YTD | -9.9% | +53.7% | -63.6% | -30.5% |
| 1Y | 0.0% | +70.9% | -70.9% | -27.0% |
| 3Y | +117.5% | +180.4% | -62.9% | +21.8% |
| 5Y | -6.6% | +393.5% | -400.1% | -58.4% |
| All | +1,078.3% | +699.2% | +379.0% | +368.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling