+147.2%
SU vs NVT
+731.8%
-584.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.8% | -2.1% |
| 7D | +2.2% | +4.1% | -1.8% | +0.3% |
| 30D | +8.4% | -5.1% | +13.6% | +10.3% |
| 3M | +12.1% | -1.2% | +13.3% | +10.1% |
| 6M | +19.7% | +46.6% | -26.9% | -4.9% |
| YTD | +58.4% | +60.0% | -1.6% | +19.5% |
| 1Y | +67.2% | +70.8% | -3.6% | +20.1% |
| 3Y | +125.0% | +187.5% | -62.5% | +9.1% |
| 5Y | +355.1% | +426.1% | -71.1% | +41.3% |
| All | +147.2% | +731.8% | -584.6% | -45.1% |
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 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