-6.3%
NVTS vs SNAP
-92.9%
+86.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | +9.7% | +1.5% | +8.2% | +8.8% |
| 30D | -13.6% | +1.9% | -15.5% | -15.2% |
| 3M | -51.0% | -3.9% | -47.1% | -51.2% |
| 6M | +46.3% | +5.2% | +41.1% | +38.2% |
| YTD | +68.1% | -32.7% | +100.8% | +92.2% |
| 1Y | +113.9% | -24.8% | +138.7% | +132.7% |
| 3Y | +45.3% | -42.2% | +87.5% | +60.4% |
| All | -6.3% | -92.9% | +86.7% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling