+362.4%
SPMO vs NVT
+731.8%
-369.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | -1.1% |
| 7D | -0.9% | +4.1% | -5.0% | -2.4% |
| 30D | -1.9% | -5.1% | +3.2% | -0.4% |
| 3M | -1.4% | -1.2% | -0.2% | -1.4% |
| 6M | +25.5% | +46.6% | -21.1% | +9.3% |
| YTD | +24.8% | +60.0% | -35.2% | +5.1% |
| 1Y | +24.5% | +70.8% | -46.3% | +2.0% |
| 3Y | +157.1% | +187.5% | -30.4% | +69.3% |
| 5Y | +149.5% | +426.1% | -276.6% | +32.0% |
| All | +362.4% | +731.8% | -369.4% | +100.8% |
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 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