+4.3%
SNPS vs NVD
-98.5%
+102.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -0.7% |
| 7D | +1.1% | +28.6% | -27.6% | +7.3% |
| 30D | -5.2% | +73.6% | -78.8% | +9.0% |
| 3M | +10.6% | +70.1% | -59.5% | +28.4% |
| 6M | -10.6% | +53.6% | -64.2% | +3.6% |
| YTD | -3.1% | -7.0% | +3.9% | +3.3% |
| 1Y | +15.6% | -9.0% | +24.5% | +23.4% |
| 3Y | -12.9% | -98.3% | +85.4% | -52.1% |
| All | +4.3% | -98.5% | +102.9% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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