+28.7%
SPMO vs NVT
+73.8%
-45.1%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +0.5% |
| 7D | +2.0% | +5.1% | -3.1% | 0.0% |
| 30D | -0.4% | -3.7% | +3.3% | +0.9% |
| 3M | -1.9% | -10.1% | +8.3% | +1.4% |
| 6M | +25.0% | +37.5% | -12.4% | +14.2% |
| YTD | +26.0% | +53.7% | -27.7% | +11.3% |
| 1Y | +28.7% | +70.9% | -42.2% | +11.1% |
| All | +28.7% | +73.8% | -45.1% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling