+2,490.2%
NVDL vs SNAP
-42.9%
+2,533.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -1.3% |
| 7D | -10.3% | +3.8% | -14.2% | -11.7% |
| 30D | -7.1% | +9.2% | -16.3% | -10.9% |
| 3M | +6.6% | +6.6% | 0.0% | +1.7% |
| 6M | +21.1% | +16.9% | +4.2% | +10.3% |
| YTD | +15.2% | -29.6% | +44.8% | +27.3% |
| 1Y | +18.8% | -22.1% | +40.9% | +25.1% |
| 3Y | +649.9% | -39.8% | +689.7% | +676.8% |
| All | +2,490.2% | -42.9% | +2,533.0% | +2,269.7% |
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