-20.7%
SNAP vs NVDX
-27.2%
+6.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -6.2% | +12.1% | +7.0% |
| 7D | -0.7% | -14.1% | +13.4% | +2.1% |
| 30D | +5.5% | -31.3% | +36.9% | +12.8% |
| 3M | +2.2% | -16.2% | +18.4% | +3.8% |
| 6M | -4.1% | -11.9% | +7.8% | -6.7% |
| YTD | -26.6% | -9.4% | -17.2% | -32.0% |
| 1Y | -20.7% | -23.9% | +3.1% | -25.1% |
| All | -20.7% | -27.2% | +6.4% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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