+187.7%
SO vs NVT
+488.5%
-300.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | +1.4% | +8.0% | -6.6% | +0.6% |
| 30D | +4.7% | -24.8% | +29.5% | +7.2% |
| 3M | +1.7% | -32.4% | +34.1% | +5.1% |
| 6M | +2.2% | -33.5% | +35.6% | +5.2% |
| YTD | +10.0% | +13.2% | -3.2% | +5.3% |
| 1Y | +6.0% | +9.0% | -2.9% | +1.9% |
| 3Y | +54.1% | +129.4% | -75.3% | +26.3% |
| 5Y | +79.6% | +230.1% | -150.4% | +32.9% |
| All | +187.7% | +488.5% | -300.7% | +76.2% |
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