+147.5%
SU vs NVT
+694.8%
-547.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.8% |
| 7D | +1.7% | +2.0% | -0.4% | +0.7% |
| 30D | +9.6% | -7.2% | +16.8% | +12.6% |
| 3M | +11.7% | -0.9% | +12.6% | +9.4% |
| 6M | +21.9% | +42.6% | -20.7% | -2.0% |
| YTD | +58.6% | +52.9% | +5.8% | +22.2% |
| 1Y | +66.5% | +64.5% | +2.1% | +21.6% |
| 3Y | +121.4% | +178.0% | -56.6% | +8.7% |
| 5Y | +355.7% | +402.8% | -47.1% | +44.4% |
| All | +147.5% | +694.8% | -547.3% | -43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling