+43.8%
SO vs NVT
+184.0%
-140.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.7% | -0.8% |
| 7D | 0.0% | +7.0% | -7.0% | +0.4% |
| 30D | -2.5% | -2.3% | -0.2% | -2.6% |
| 3M | -4.2% | -3.1% | -1.1% | -4.1% |
| 6M | -7.7% | +47.0% | -54.7% | -6.0% |
| YTD | +3.8% | +56.2% | -52.4% | +6.0% |
| 1Y | +0.1% | +74.5% | -74.5% | +2.8% |
| All | +43.8% | +184.0% | -140.2% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling