-9.8%
SNPS vs NVD
-99.2%
+89.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.7% |
| 7D | -11.0% | -11.1% | +0.1% | -13.3% |
| 30D | -1.7% | -13.3% | +11.5% | -3.7% |
| 3M | -20.4% | -19.8% | -0.5% | -22.1% |
| 6M | -8.6% | -48.8% | +40.2% | -17.6% |
| YTD | -16.2% | -49.7% | +33.5% | -23.7% |
| 1Y | -34.6% | -61.4% | +26.8% | -42.8% |
| 3Y | -14.5% | -99.1% | +84.7% | -59.5% |
| All | -9.8% | -99.2% | +89.5% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling