+15.9%
SNPS vs NVDL
+2,657.6%
-2,641.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.5% |
| 7D | -5.5% | +7.3% | -12.8% | -7.1% |
| 30D | -5.8% | -0.7% | -5.1% | -5.8% |
| 3M | -17.2% | +9.5% | -26.7% | -20.0% |
| 6M | -10.4% | +41.6% | -52.0% | -19.4% |
| YTD | -16.5% | +23.3% | -39.9% | -23.1% |
| 1Y | -35.6% | +40.3% | -75.9% | -43.6% |
| 3Y | -14.6% | +692.2% | -706.8% | -59.5% |
| All | +15.9% | +2,657.6% | -2,641.6% | -61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling