+16.0%
SPGI vs NVT
+243.7%
-227.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | -0.1% |
| 7D | -1.4% | +3.5% | -4.8% | -1.9% |
| 30D | +15.3% | -28.2% | +43.4% | +19.5% |
| 3M | +16.5% | -30.1% | +46.6% | +20.8% |
| 6M | +19.8% | -32.5% | +52.3% | +24.0% |
| YTD | -3.2% | +15.2% | -18.4% | -12.1% |
| 1Y | +1.8% | +7.2% | -5.4% | -6.2% |
| 3Y | +30.6% | +134.2% | -103.6% | -13.9% |
| 5Y | +16.0% | +238.3% | -222.3% | -38.8% |
| All | +16.0% | +243.7% | -227.7% | -38.8% |
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