+170.9%
SO vs NVT
+699.2%
-528.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.0% |
| 7D | -0.2% | +5.1% | -5.2% | -0.7% |
| 30D | -4.6% | -3.7% | -0.9% | -4.3% |
| 3M | -3.0% | -10.1% | +7.1% | -2.3% |
| 6M | -8.3% | +37.5% | -45.7% | -12.8% |
| YTD | +3.5% | +53.7% | -50.2% | -3.2% |
| 1Y | -0.9% | +70.9% | -71.8% | -9.1% |
| 3Y | +45.4% | +180.4% | -135.0% | +18.7% |
| 5Y | +59.6% | +393.5% | -333.9% | +12.5% |
| All | +170.9% | +699.2% | -528.4% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling