+9.5%
SNOW vs NVDL
-23.5%
+32.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.1% | +4.6% | -0.6% |
| 7D | -14.5% | -14.0% | -0.5% | -12.5% |
| 30D | -14.3% | -31.2% | +16.9% | -9.7% |
| 3M | -8.3% | -15.5% | +7.2% | -6.3% |
| 6M | +101.5% | -10.3% | +111.8% | +101.7% |
| YTD | +32.5% | -5.8% | +38.3% | +29.1% |
| 1Y | +9.5% | -20.1% | +29.6% | +9.2% |
| All | +9.5% | -23.5% | +32.9% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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