+387.1%
NEM vs SNAP
-77.2%
+464.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -1.6% |
| 7D | +0.3% | +0.7% | -0.4% | +0.3% |
| 30D | +23.1% | +2.6% | +20.5% | +22.9% |
| 3M | +18.5% | -9.9% | +28.4% | +18.7% |
| 6M | +7.8% | +1.9% | +5.9% | +7.4% |
| YTD | +29.1% | -32.2% | +61.3% | +30.1% |
| 1Y | +72.7% | -22.8% | +95.5% | +73.3% |
| 3Y | +248.7% | -47.6% | +296.3% | +249.6% |
| 5Y | +148.7% | -92.7% | +241.4% | +155.8% |
| All | +387.1% | -77.2% | +464.3% | +388.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling