+7,236.2%
NVDA vs SNAP
-79.0%
+7,315.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.8% | -6.1% | -4.7% |
| 7D | -11.6% | -7.3% | -4.2% | -10.1% |
| 30D | -22.1% | -18.9% | -3.1% | -18.4% |
| 3M | -20.1% | -5.3% | -14.9% | -20.0% |
| 6M | -16.8% | -16.9% | +0.2% | -14.9% |
| YTD | -4.0% | -37.4% | +33.4% | +3.7% |
| 1Y | -4.8% | -38.5% | +33.7% | +3.1% |
| 3Y | +281.7% | -55.1% | +336.8% | +306.8% |
| 5Y | +485.4% | -90.8% | +576.2% | +686.3% |
| All | +7,236.2% | -79.0% | +7,315.2% | +5,822.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling