-9.9%
SNPS vs NVD
-99.2%
+89.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.7% |
| 7D | -5.5% | +0.5% | -6.0% | -5.3% |
| 30D | -4.5% | -9.3% | +4.8% | -5.4% |
| 3M | -15.5% | -22.1% | +6.6% | -18.2% |
| 6M | -10.1% | -45.8% | +35.7% | -18.0% |
| YTD | -16.3% | -46.7% | +30.4% | -22.8% |
| 1Y | -34.9% | -59.5% | +24.5% | -42.5% |
| 3Y | -14.4% | -99.2% | +84.8% | -60.1% |
| All | -9.9% | -99.2% | +89.3% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling