-65.8%
SNAP vs NVT
+498.9%
-564.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.8% | +3.0% | +5.1% |
| 7D | -9.8% | +3.5% | -13.3% | -11.1% |
| 30D | -18.2% | -28.2% | +9.9% | -6.8% |
| 3M | -3.1% | -30.1% | +27.0% | +10.1% |
| 6M | -7.1% | -32.5% | +25.3% | +5.1% |
| YTD | -33.8% | +15.2% | -49.0% | -43.9% |
| 1Y | -39.0% | +7.2% | -46.2% | -46.6% |
| 3Y | -52.8% | +134.2% | -187.0% | -74.6% |
| 5Y | -90.0% | +238.3% | -328.3% | -95.5% |
| All | -65.8% | +498.9% | -564.8% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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