+57.9%
SO vs NVT
+420.2%
-362.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.7% | -0.7% |
| 7D | 0.0% | +7.0% | -7.0% | 0.0% |
| 30D | -2.5% | -2.3% | -0.2% | -2.5% |
| 3M | -4.2% | -3.1% | -1.1% | -4.2% |
| 6M | -7.7% | +47.0% | -54.7% | -8.5% |
| YTD | +3.8% | +56.2% | -52.4% | +2.6% |
| 1Y | +0.1% | +74.5% | -74.5% | -1.5% |
| 3Y | +44.2% | +184.0% | -139.8% | +34.6% |
| 5Y | +57.9% | +410.8% | -352.9% | +30.0% |
| All | +57.9% | +420.2% | -362.3% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling