+17.9%
SNPS vs NVT
+420.2%
-402.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.4% |
| 7D | -5.5% | +7.0% | -12.5% | -8.6% |
| 30D | -4.5% | -2.3% | -2.1% | -3.9% |
| 3M | -15.5% | -3.1% | -12.4% | -15.8% |
| 6M | -10.1% | +47.0% | -57.1% | -28.2% |
| YTD | -16.3% | +56.2% | -72.5% | -35.8% |
| 1Y | -34.9% | +74.5% | -109.5% | -53.8% |
| 3Y | -14.4% | +184.0% | -198.4% | -56.5% |
| 5Y | +17.9% | +410.8% | -392.9% | -60.8% |
| All | +17.9% | +420.2% | -402.3% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling