+66.5%
SYY vs NVT
+731.8%
-665.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.6% | -3.6% | -0.6% |
| 7D | +3.9% | +4.1% | -0.1% | +2.3% |
| 30D | -1.7% | -5.1% | +3.4% | -0.4% |
| 3M | +5.2% | -1.2% | +6.3% | +3.5% |
| 6M | -0.2% | +46.6% | -46.8% | -17.5% |
| YTD | +15.4% | +60.0% | -44.6% | -8.6% |
| 1Y | +5.6% | +70.8% | -65.2% | -19.8% |
| 3Y | +28.9% | +187.5% | -158.7% | -31.3% |
| 5Y | +24.1% | +426.1% | -402.1% | -56.5% |
| All | +66.5% | +731.8% | -665.3% | -61.0% |
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