-7.9%
SHW vs NVTS
+109.2%
-117.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.3% | -5.9% | +0.4% |
| 7D | -3.2% | +2.7% | -5.9% | -3.3% |
| 30D | -9.5% | -4.5% | -5.1% | -9.5% |
| 3M | +11.5% | -61.5% | +73.0% | +12.7% |
| 6M | -3.5% | +28.0% | -31.5% | -4.4% |
| YTD | +3.7% | +65.3% | -61.5% | +2.8% |
| 1Y | -7.9% | +113.0% | -120.9% | -14.2% |
| All | -7.9% | +109.2% | -117.1% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling