+192.7%
SHW vs NVT
+699.2%
-506.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.3% |
| 7D | -3.2% | +5.1% | -8.3% | -4.6% |
| 30D | -9.5% | -3.7% | -5.8% | -8.8% |
| 3M | +11.5% | -10.1% | +21.6% | +13.3% |
| 6M | -3.5% | +37.5% | -41.0% | -15.0% |
| YTD | +3.7% | +53.7% | -50.0% | -12.2% |
| 1Y | -7.9% | +70.9% | -78.8% | -25.5% |
| 3Y | +24.7% | +180.4% | -155.7% | -19.3% |
| 5Y | +13.6% | +393.5% | -379.9% | -41.4% |
| All | +192.7% | +699.2% | -506.6% | +18.1% |
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