+153.4%
NEM vs SNAP
-92.9%
+246.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.8% |
| 7D | +3.9% | +1.5% | +2.4% | +3.8% |
| 30D | +12.7% | +1.9% | +10.8% | +12.6% |
| 3M | +28.7% | -3.9% | +32.5% | +28.6% |
| 6M | +9.8% | +5.2% | +4.5% | +9.2% |
| YTD | +28.1% | -32.7% | +60.8% | +28.9% |
| 1Y | +69.3% | -24.8% | +94.1% | +69.9% |
| 3Y | +247.7% | -42.2% | +289.8% | +248.2% |
| 5Y | +153.4% | -92.7% | +246.0% | +149.3% |
| All | +153.4% | -92.9% | +246.2% | +149.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling