+399.1%
NVDA vs SNAP
-42.1%
+441.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.9% | +1.7% |
| 7D | +5.9% | +0.7% | +5.2% | +5.7% |
| 30D | +5.1% | +2.6% | +2.5% | +4.1% |
| 3M | +5.4% | -9.9% | +15.2% | +6.7% |
| 6M | +26.0% | +1.9% | +24.1% | +23.0% |
| YTD | +23.7% | -32.2% | +55.9% | +31.3% |
| 1Y | +34.4% | -22.8% | +57.2% | +37.7% |
| All | +399.1% | -42.1% | +441.2% | +364.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling