+2.2%
SPGI vs NVT
+420.2%
-418.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -2.2% |
| 7D | -3.1% | +7.0% | -10.1% | -4.1% |
| 30D | +2.0% | -2.3% | +4.4% | +2.1% |
| 3M | +4.3% | -3.1% | +7.4% | +3.8% |
| 6M | -0.2% | +47.0% | -47.3% | -10.3% |
| YTD | -14.8% | +56.2% | -71.0% | -24.8% |
| 1Y | -18.5% | +74.5% | -93.1% | -30.9% |
| 3Y | +16.0% | +184.0% | -168.1% | -21.6% |
| 5Y | +2.2% | +410.8% | -408.6% | -47.9% |
| All | +2.2% | +420.2% | -418.0% | -47.9% |
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 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