+9,073.6%
NVDA vs SNAP
-77.9%
+9,151.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.4% |
| 7D | -0.3% | -5.0% | +4.7% | +0.9% |
| 30D | +2.8% | -0.7% | +3.6% | +2.5% |
| 3M | +7.4% | -5.0% | +12.4% | +7.4% |
| 6M | +22.6% | +3.5% | +19.1% | +18.9% |
| YTD | +20.1% | -34.2% | +54.3% | +29.0% |
| 1Y | +31.2% | -27.1% | +58.2% | +36.4% |
| 3Y | +391.7% | -43.5% | +435.2% | +397.7% |
| 5Y | +911.9% | -92.9% | +1,004.8% | +1,330.7% |
| All | +9,073.6% | -77.9% | +9,151.5% | +7,266.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded SNAP 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling