+78.7%
SO vs NVT
+243.7%
-165.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | +0.2% |
| 7D | +0.8% | +3.5% | -2.7% | +0.8% |
| 30D | +7.8% | -28.2% | +36.0% | +7.8% |
| 3M | +2.9% | -30.1% | +33.0% | +2.9% |
| 6M | +2.5% | -32.5% | +34.9% | +2.6% |
| YTD | +10.3% | +15.2% | -4.9% | +9.0% |
| 1Y | +6.4% | +7.2% | -0.8% | +5.3% |
| 3Y | +52.8% | +134.2% | -81.4% | +39.9% |
| 5Y | +78.7% | +238.3% | -159.6% | +47.3% |
| All | +78.7% | +243.7% | -165.1% | +47.3% |
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 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