+0.9%
SNOW vs NVTS
-15.6%
+16.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +6.3% | -11.7% | -6.4% |
| 7D | +2.8% | +2.7% | +0.1% | +2.3% |
| 30D | +6.4% | -4.5% | +10.9% | +6.7% |
| 3M | +38.1% | -61.5% | +99.6% | +55.9% |
| 6M | +100.4% | +28.0% | +72.4% | +76.3% |
| YTD | +53.7% | +65.3% | -11.6% | +27.8% |
| 1Y | +52.0% | +113.0% | -61.0% | +15.9% |
| 3Y | +114.7% | +34.7% | +80.0% | +54.5% |
| All | +0.9% | -15.6% | +16.5% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling