+183.6%
SHW vs NVT
+731.8%
-548.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | +0.5% |
| 7D | -3.1% | +4.1% | -7.2% | -4.3% |
| 30D | -10.0% | -5.1% | -4.9% | -9.0% |
| 3M | +2.3% | -1.2% | +3.4% | +1.1% |
| 6M | +0.7% | +46.6% | -45.9% | -13.1% |
| YTD | +0.5% | +60.0% | -59.5% | -16.0% |
| 1Y | -11.5% | +70.8% | -82.3% | -28.3% |
| 3Y | +21.3% | +187.5% | -166.2% | -22.0% |
| 5Y | +12.5% | +426.1% | -413.6% | -43.2% |
| All | +183.6% | +731.8% | -548.2% | +13.0% |
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