+10.0%
SHW vs NVTS
-20.2%
+30.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.9% |
| 7D | -4.5% | +0.5% | -4.9% | -4.5% |
| 30D | -12.7% | -18.0% | +5.3% | -12.1% |
| 3M | +4.7% | -45.6% | +50.3% | +6.6% |
| 6M | -3.4% | +28.5% | -31.9% | -6.0% |
| YTD | -1.3% | +56.2% | -57.5% | -5.2% |
| 1Y | -10.4% | +97.7% | -108.0% | -15.7% |
| 3Y | +20.1% | +35.0% | -14.9% | +12.3% |
| All | +10.0% | -20.2% | +30.3% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling