-65.0%
SNAP vs NVT
+699.2%
-764.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.6% | -5.3% |
| 7D | +0.7% | +5.1% | -4.3% | -1.6% |
| 30D | +2.6% | -3.7% | +6.3% | +3.6% |
| 3M | -9.9% | -10.1% | +0.3% | -7.5% |
| 6M | +1.9% | +37.5% | -35.6% | -16.8% |
| YTD | -32.2% | +53.7% | -86.0% | -48.1% |
| 1Y | -22.8% | +70.9% | -93.7% | -44.7% |
| 3Y | -47.6% | +180.4% | -228.0% | -73.0% |
| 5Y | -92.7% | +393.5% | -486.2% | -97.2% |
| All | -65.0% | +699.2% | -764.3% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling