+185.2%
SPGI vs NVT
+488.5%
-303.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +1.2% | +8.0% | -6.7% | -0.7% |
| 30D | +15.9% | -24.8% | +40.7% | +22.6% |
| 3M | +12.3% | -32.4% | +44.7% | +21.1% |
| 6M | +23.7% | -33.5% | +57.2% | +32.0% |
| YTD | -3.5% | +13.2% | -16.7% | -14.4% |
| 1Y | +0.4% | +9.0% | -8.6% | -10.2% |
| 3Y | +29.9% | +129.4% | -99.5% | -17.9% |
| 5Y | +15.2% | +230.1% | -214.9% | -39.0% |
| All | +185.2% | +488.5% | -303.2% | +8.6% |
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