+49.8%
NVTS vs SNAP
-54.3%
+104.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.6% |
| 7D | +9.6% | -10.6% | +20.1% | +16.2% |
| 30D | -13.0% | -19.7% | +6.8% | -3.3% |
| 3M | -28.8% | -6.5% | -22.2% | -27.5% |
| 6M | -48.5% | -17.8% | -30.7% | -45.1% |
| YTD | +31.4% | -38.0% | +69.4% | +59.8% |
| 1Y | -2.3% | -42.5% | +40.2% | +23.1% |
| 3Y | +49.8% | -55.8% | +105.7% | +88.6% |
| All | +49.8% | -54.3% | +104.2% | +88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling