-64.7%
SNAP vs NVT
+694.8%
-759.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +5.0% |
| 7D | -3.2% | +2.0% | -5.2% | -4.3% |
| 30D | +0.2% | -7.2% | +7.4% | +2.8% |
| 3M | +2.6% | -0.9% | +3.5% | +0.1% |
| 6M | +12.4% | +42.6% | -30.2% | -10.0% |
| YTD | -31.6% | +52.9% | -84.5% | -47.6% |
| 1Y | -21.7% | +64.5% | -86.2% | -42.8% |
| 3Y | -41.2% | +178.0% | -219.2% | -69.6% |
| 5Y | -92.6% | +402.8% | -495.4% | -97.2% |
| All | -64.7% | +694.8% | -759.5% | -89.5% |
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