-10.1%
SNPS vs NVDL
+40.4%
-50.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.7% |
| 7D | -5.5% | -0.8% | -4.6% | -5.4% |
| 30D | -4.5% | +3.4% | -7.9% | -5.8% |
| 3M | -15.5% | +8.1% | -23.6% | -17.8% |
| 6M | -10.1% | +31.9% | -41.9% | -19.6% |
| All | -10.1% | +40.4% | -50.5% | -19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling