+46.5%
SNPS vs NVTS
-28.0%
+74.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.4% | -6.9% | -0.2% |
| 7D | -0.2% | +7.9% | -8.1% | -1.0% |
| 30D | -8.0% | +0.8% | -8.8% | -8.4% |
| 3M | +12.5% | -26.0% | +38.4% | +14.9% |
| 6M | -10.5% | -55.5% | +45.1% | -5.9% |
| YTD | -1.6% | +41.0% | -42.7% | -8.7% |
| 1Y | +16.8% | +10.4% | +6.4% | +10.4% |
| 3Y | -10.9% | +60.9% | -71.8% | -25.0% |
| 5Y | +35.8% | -42.8% | +78.6% | +15.6% |
| All | +46.5% | -28.0% | +74.4% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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