+91.0%
SNOW vs NVTS
-57.0%
+148.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.4% | +3.8% | -2.1% |
| 7D | +5.5% | +3.9% | +1.5% | +5.2% |
| 30D | -13.2% | -4.3% | -8.8% | -13.1% |
| 3M | -13.7% | -34.5% | +20.7% | -13.8% |
| 6M | +91.0% | -57.7% | +148.7% | +85.6% |
| All | +91.0% | -57.0% | +148.0% | +85.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling