+24.3%
SNPS vs NVTS
-14.2%
+38.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | -5.5% | +9.7% | -15.2% | -6.3% |
| 30D | -5.8% | -13.6% | +7.8% | -4.6% |
| 3M | -17.2% | -51.0% | +33.8% | -12.7% |
| 6M | -10.4% | +46.3% | -56.7% | -16.1% |
| YTD | -16.5% | +68.1% | -84.6% | -23.4% |
| 1Y | -35.6% | +113.9% | -149.5% | -43.1% |
| 3Y | -14.6% | +45.3% | -59.9% | -25.3% |
| All | +24.3% | -14.2% | +38.4% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling