+9,158.1%
NVDA vs SNAP
-77.4%
+9,235.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | +3.8% | +1.5% | +2.3% | +3.4% |
| 30D | +0.8% | +1.9% | -1.1% | -0.1% |
| 3M | +8.2% | -3.9% | +12.1% | +7.8% |
| 6M | +27.1% | +5.2% | +21.9% | +22.8% |
| YTD | +21.2% | -32.7% | +53.9% | +29.5% |
| 1Y | +34.3% | -24.8% | +59.1% | +38.7% |
| 3Y | +396.3% | -42.2% | +438.4% | +399.6% |
| 5Y | +913.8% | -92.7% | +1,006.5% | +1,323.6% |
| All | +9,158.1% | -77.4% | +9,235.5% | +7,295.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling