-14.0%
SNPS vs NVDL
+626.5%
-640.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.7% | +5.7% | +2.1% |
| 7D | -4.6% | -8.7% | +4.1% | -2.7% |
| 30D | -3.3% | -1.3% | -2.0% | -3.3% |
| 3M | -13.8% | +11.4% | -25.1% | -16.9% |
| 6M | -8.2% | +22.9% | -31.1% | -14.6% |
| YTD | -15.4% | +15.4% | -30.9% | -20.8% |
| 1Y | +2.4% | +18.8% | -16.3% | -5.6% |
| All | -14.0% | +626.5% | -640.5% | -58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling