-76.8%
SNAP vs NVMI
+2,104.0%
-2,180.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.1% |
| 7D | +3.8% | -0.1% | +3.9% | +3.8% |
| 30D | +9.2% | -8.4% | +17.6% | +13.2% |
| 3M | +6.6% | -33.6% | +40.1% | +26.1% |
| 6M | +16.9% | -14.7% | +31.5% | +17.8% |
| YTD | -29.6% | +13.2% | -42.8% | -40.2% |
| 1Y | -22.1% | +29.0% | -51.1% | -39.6% |
| 3Y | -39.8% | +215.0% | -254.8% | -75.5% |
| 5Y | -92.4% | +268.6% | -360.9% | -97.1% |
| All | -76.8% | +2,104.0% | -2,180.8% | -95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling