+31.2%
NVDA vs SNAP
-26.1%
+57.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.5% |
| 7D | -0.3% | -5.0% | +4.7% | +0.5% |
| 30D | +2.8% | -0.7% | +3.6% | +2.6% |
| 3M | +7.4% | -5.0% | +12.4% | +7.7% |
| 6M | +22.6% | +3.5% | +19.1% | +18.9% |
| YTD | +20.1% | -34.2% | +54.3% | +25.1% |
| 1Y | +31.2% | -27.1% | +58.2% | +39.1% |
| All | +31.2% | -26.1% | +57.3% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling