-11.3%
SNPS vs NVTS
+47.0%
-58.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.4% |
| 7D | -0.6% | +9.6% | -10.2% | -1.3% |
| 30D | -9.8% | -13.0% | +3.2% | -9.2% |
| 3M | +11.7% | -28.8% | +40.5% | +13.7% |
| 6M | -10.9% | -48.5% | +37.5% | -8.7% |
| YTD | -2.1% | +31.4% | -33.5% | -5.8% |
| 1Y | +14.8% | -2.3% | +17.1% | +11.9% |
| 3Y | -11.3% | +49.8% | -61.2% | -12.4% |
| All | -11.3% | +47.0% | -58.4% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling