+101.4%
NVTS vs SNAP
-26.1%
+127.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.3% |
| 7D | +3.5% | -5.0% | +8.5% | +5.7% |
| 30D | -11.9% | -0.7% | -11.2% | -12.8% |
| 3M | -49.2% | -5.0% | -44.2% | -48.8% |
| 6M | +38.4% | +3.5% | +34.9% | +29.9% |
| YTD | +62.5% | -34.2% | +96.7% | +113.6% |
| 1Y | +101.4% | -27.1% | +128.4% | +155.2% |
| All | +101.4% | -26.1% | +127.5% | +155.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling