-34.6%
SNPS vs NVDL
+42.2%
-76.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.6% | -7.0% | -5.8% |
| 7D | -11.0% | +11.7% | -22.7% | -13.2% |
| 30D | -1.7% | +7.8% | -9.6% | -3.7% |
| 3M | -20.4% | +3.3% | -23.7% | -21.9% |
| 6M | -8.6% | +38.9% | -47.5% | -16.9% |
| YTD | -16.2% | +28.5% | -44.6% | -23.1% |
| 1Y | -34.6% | +40.6% | -75.2% | -34.4% |
| All | -34.6% | +42.2% | -76.7% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 1y: compounded portfolio wealth divided by compounded NVDL 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…
1y analysis · Full analysis span regression · 6 months rolling