-1.3%
SNOW vs NVTS
-20.2%
+18.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.3% | 0.0% |
| 7D | -7.5% | +0.5% | -8.0% | -7.7% |
| 30D | -1.3% | -18.0% | +16.7% | +1.3% |
| 3M | +37.4% | -45.6% | +83.1% | +47.8% |
| 6M | +88.1% | +28.5% | +59.6% | +65.5% |
| YTD | +50.3% | +56.2% | -5.9% | +26.0% |
| 1Y | +46.0% | +97.7% | -51.7% | +12.6% |
| 3Y | +98.7% | +35.0% | +63.7% | +41.0% |
| All | -1.3% | -20.2% | +18.9% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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