+356.2%
NEM vs SNAP
-79.2%
+435.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -4.1% |
| 7D | +11.6% | -10.6% | +22.2% | +12.0% |
| 30D | +1.8% | -19.7% | +21.5% | +2.6% |
| 3M | +2.5% | -6.5% | +9.1% | +2.7% |
| 6M | +3.4% | -17.8% | +21.2% | +3.9% |
| YTD | +20.9% | -38.0% | +59.0% | +22.1% |
| 1Y | +37.2% | -42.5% | +79.7% | +38.8% |
| 3Y | +271.6% | -55.8% | +327.5% | +274.4% |
| 5Y | +136.6% | -90.5% | +227.2% | +142.0% |
| All | +356.2% | -79.2% | +435.4% | +358.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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