+6.9%
SLB vs NVT
+699.2%
-692.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -1.2% |
| 7D | +0.8% | +5.1% | -4.3% | -1.9% |
| 30D | +15.8% | -3.7% | +19.5% | +17.4% |
| 3M | -0.3% | -10.1% | +9.8% | +2.8% |
| 6M | +21.3% | +37.5% | -16.1% | -4.4% |
| YTD | +52.3% | +53.7% | -1.4% | +11.3% |
| 1Y | +63.6% | +70.9% | -7.3% | +9.5% |
| 3Y | +3.8% | +180.4% | -176.6% | -55.8% |
| 5Y | +128.6% | +393.5% | -264.8% | -40.1% |
| All | +6.9% | +699.2% | -692.3% | -80.6% |
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