+147.2%
SPGI vs NVT
+694.8%
-547.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.3% |
| 7D | -8.9% | +2.0% | -10.9% | -9.5% |
| 30D | +0.6% | -7.2% | +7.8% | +2.3% |
| 3M | +2.0% | -0.9% | +2.9% | +0.3% |
| 6M | +0.1% | +42.6% | -42.5% | -13.5% |
| YTD | -16.4% | +52.9% | -69.3% | -29.8% |
| 1Y | -18.9% | +64.5% | -83.4% | -34.4% |
| 3Y | +13.8% | +178.0% | -164.2% | -29.0% |
| 5Y | +0.5% | +402.8% | -402.3% | -52.2% |
| All | +147.2% | +694.8% | -547.7% | -10.9% |
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 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