+19.1%
SHW vs NVT
+178.0%
-158.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.6% |
| 7D | -4.5% | +2.0% | -6.5% | -4.8% |
| 30D | -12.7% | -7.2% | -5.5% | -11.7% |
| 3M | +4.7% | -0.9% | +5.6% | +3.8% |
| 6M | -3.4% | +42.6% | -46.0% | -12.2% |
| YTD | -1.3% | +52.9% | -54.2% | -11.9% |
| 1Y | -10.4% | +64.5% | -74.8% | -21.8% |
| All | +19.1% | +178.0% | -158.9% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling