-43.2%
NVTS vs SNAP
-90.7%
+47.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.7% |
| 7D | +9.6% | -10.6% | +20.1% | +15.5% |
| 30D | -13.0% | -19.7% | +6.8% | -4.3% |
| 3M | -28.8% | -6.5% | -22.2% | -27.6% |
| 6M | -48.5% | -17.8% | -30.7% | -45.5% |
| YTD | +31.4% | -38.0% | +69.4% | +55.8% |
| 1Y | -2.3% | -42.5% | +40.2% | +19.5% |
| 3Y | +49.8% | -55.8% | +105.7% | +84.2% |
| 5Y | -43.2% | -90.5% | +47.4% | +14.7% |
| All | -43.2% | -90.7% | +47.5% | +14.7% |
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 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