+450.6%
SNPS vs NVT
+492.6%
-42.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.5% |
| 7D | +5.1% | +17.4% | -12.3% | -1.5% |
| 30D | -6.4% | -28.4% | +21.9% | +5.4% |
| 3M | +12.2% | -32.4% | +44.6% | +28.8% |
| 6M | -9.8% | -32.2% | +22.3% | +2.2% |
| YTD | -1.5% | +14.0% | -15.5% | -10.9% |
| 1Y | +16.0% | +4.3% | +11.7% | +8.6% |
| 3Y | -10.8% | +131.7% | -142.6% | -41.7% |
| 5Y | +33.3% | +232.4% | -199.1% | -25.0% |
| All | +450.6% | +492.6% | -42.1% | +144.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling