+2,672.5%
NVDL vs SNAP
-45.4%
+2,717.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.7% |
| 7D | +7.3% | +1.5% | +5.8% | +6.7% |
| 30D | -0.7% | +1.9% | -2.6% | -2.2% |
| 3M | +9.5% | -3.9% | +13.4% | +9.0% |
| 6M | +41.6% | +5.2% | +36.4% | +34.4% |
| YTD | +23.3% | -32.7% | +56.0% | +38.9% |
| 1Y | +40.3% | -24.8% | +65.1% | +49.8% |
| 3Y | +692.2% | -42.2% | +734.4% | +734.8% |
| All | +2,672.5% | -45.4% | +2,717.9% | +2,484.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling