+146.9%
NEM vs SNAP
-90.6%
+237.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +3.4% |
| 7D | +14.7% | -7.3% | +22.1% | +15.1% |
| 30D | +6.2% | -18.9% | +25.2% | +7.1% |
| 3M | +11.0% | -5.3% | +16.3% | +11.2% |
| 6M | +7.9% | -16.9% | +24.8% | +8.4% |
| YTD | +26.2% | -37.4% | +63.6% | +27.3% |
| 1Y | +51.5% | -38.5% | +90.0% | +52.9% |
| 3Y | +290.6% | -55.1% | +345.7% | +293.0% |
| All | +146.9% | -90.6% | +237.5% | +154.0% |
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