+71.1%
NEM vs SNAP
-26.1%
+97.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.7% |
| 7D | +3.1% | -5.0% | +8.1% | +4.1% |
| 30D | +10.0% | -0.7% | +10.7% | +10.0% |
| 3M | +30.9% | -5.0% | +35.9% | +31.0% |
| 6M | +10.5% | +3.5% | +7.0% | +7.1% |
| YTD | +29.7% | -34.2% | +63.9% | +38.5% |
| 1Y | +71.1% | -27.1% | +98.2% | +84.7% |
| All | +71.1% | -26.1% | +97.3% | +84.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling