+2,788.3%
NVDL vs SNAP
-45.0%
+2,833.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.0% | +5.7% | +3.2% |
| 7D | +11.7% | +0.7% | +10.9% | +11.4% |
| 30D | +7.8% | +2.6% | +5.2% | +5.9% |
| 3M | +3.3% | -9.9% | +13.2% | +5.8% |
| 6M | +38.9% | +1.9% | +37.0% | +33.6% |
| YTD | +28.5% | -32.2% | +60.7% | +44.2% |
| 1Y | +40.6% | -22.8% | +63.4% | +48.4% |
| 3Y | +648.7% | -47.6% | +696.3% | +711.7% |
| All | +2,788.3% | -45.0% | +2,833.2% | +2,584.5% |
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