+302.3%
NEM vs SNPS
+585.4%
-283.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -1.0% | +0.9% | -1.9% | -1.1% |
| 30D | +7.8% | -3.6% | +11.5% | +8.2% |
| 3M | +30.2% | -12.9% | +43.1% | +32.3% |
| 6M | +9.6% | -8.2% | +17.8% | +10.6% |
| YTD | +27.8% | -15.4% | +43.2% | +30.1% |
| 1Y | +60.7% | -9.3% | +70.0% | +61.6% |
| 3Y | +245.3% | -14.0% | +259.2% | +233.3% |
| 5Y | +155.3% | +19.5% | +135.8% | +128.4% |
| All | +302.3% | +585.4% | -283.1% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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