+372.6%
SNPS vs NVT
+694.8%
-322.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.8% |
| 7D | -4.6% | +2.0% | -6.6% | -5.5% |
| 30D | -3.3% | -7.2% | +3.8% | -0.8% |
| 3M | -13.8% | -0.9% | -12.9% | -14.7% |
| 6M | -8.2% | +42.6% | -50.8% | -22.4% |
| YTD | -15.4% | +52.9% | -68.3% | -31.0% |
| 1Y | +2.4% | +64.5% | -62.0% | -19.1% |
| 3Y | -13.5% | +178.0% | -191.5% | -46.9% |
| 5Y | +19.5% | +402.8% | -383.3% | -41.7% |
| All | +372.6% | +694.8% | -322.2% | +89.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling