+94.8%
SNOW vs NVTS
+37.8%
+57.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.9% |
| 7D | +8.4% | +3.5% | +4.9% | +8.0% |
| 30D | -1.0% | -11.9% | +11.0% | 0.0% |
| 3M | +38.3% | -49.2% | +87.5% | +45.4% |
| 6M | +81.3% | +38.4% | +42.9% | +66.1% |
| YTD | +51.1% | +62.5% | -11.4% | +35.2% |
| 1Y | +47.0% | +101.4% | -54.4% | +25.6% |
| All | +94.8% | +37.8% | +57.0% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling