+342.1%
NEM vs SNPS
+647.5%
-305.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -4.9% |
| 7D | -5.9% | +5.1% | -11.0% | -6.5% |
| 30D | -2.6% | -6.4% | +3.9% | -1.8% |
| 3M | -4.2% | +12.2% | -16.4% | -6.0% |
| 6M | -5.5% | -9.8% | +4.4% | -4.7% |
| YTD | +13.5% | -1.5% | +15.0% | +13.0% |
| 1Y | +22.2% | +16.0% | +6.1% | +19.2% |
| 3Y | +249.0% | -10.8% | +259.8% | +235.9% |
| 5Y | +120.1% | +33.3% | +86.8% | +94.5% |
| All | +342.1% | +647.5% | -305.3% | +157.9% |
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