+36.2%
SNPS vs NVTS
-37.5%
+73.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.3% |
| 7D | -0.6% | +9.6% | -10.2% | -1.6% |
| 30D | -9.8% | -13.0% | +3.2% | -9.0% |
| 3M | +11.7% | -28.8% | +40.5% | +14.6% |
| 6M | -10.9% | -48.5% | +37.5% | -7.7% |
| YTD | -2.1% | +31.4% | -33.5% | -8.5% |
| 1Y | +14.8% | -2.3% | +17.1% | +9.7% |
| 3Y | -11.3% | +49.8% | -61.2% | -24.9% |
| 5Y | +36.2% | -43.2% | +79.4% | +17.4% |
| All | +36.2% | -37.5% | +73.7% | +17.4% |
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 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