-34.6%
SNPS vs NVT
+73.8%
-108.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -8.0% | -6.0% |
| 7D | -11.0% | +5.1% | -16.1% | -12.1% |
| 30D | -1.7% | -3.7% | +2.0% | -1.0% |
| 3M | -20.4% | -10.1% | -10.2% | -18.8% |
| 6M | -8.6% | +37.5% | -46.1% | -16.3% |
| YTD | -16.2% | +53.7% | -69.9% | -25.5% |
| 1Y | -34.6% | +70.9% | -105.4% | -31.8% |
| All | -34.6% | +73.8% | -108.4% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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