+169.8%
SO vs NVT
+694.8%
-525.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.4% |
| 7D | -1.1% | +2.0% | -3.2% | -1.4% |
| 30D | -3.7% | -7.2% | +3.4% | -3.0% |
| 3M | -5.9% | -0.9% | -5.0% | -6.3% |
| 6M | -7.3% | +42.6% | -49.9% | -12.3% |
| YTD | +3.1% | +52.9% | -49.8% | -3.5% |
| 1Y | -1.0% | +64.5% | -65.5% | -8.7% |
| 3Y | +43.2% | +178.0% | -134.7% | +17.2% |
| 5Y | +59.1% | +402.8% | -343.7% | +11.6% |
| All | +169.8% | +694.8% | -525.1% | +61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling